I second shpankey. I would guess the 10w40 would be slightly more shear stable than the 5w40 -although the 5w40 is the second most shear stable recorded for the 2.0FSI so far, after 1 UOA of Brad Penn 10w30.
Also, I noticed on Pennzoils replys to our questions, they mentioned the amount of viscosity index improvers as one of the biggest factors in the buildup of valve deposits. If that is true, any increase in shear stability would be good. Not saying it is true, i don't know if that is accurate or not, (especially since the question was about PU's relatively higher volatility and it's effect on valve deposits in a DI engine).
Also some oils that fall into the "we don't know how it will do yet but could be good" for the 2.0 FSI include Amsoil DEO, Brad Penn 10w40 10w30 (need more UOAS we only have one, renewable lubricants Biosyn (need more UOAs), and Rotella Synthetic.
-almost forgot, I only know of one UOA on the TSI, and we should keep open the possibility that it may not destroy oils as fast as the FSI. I would guess that fuel dilution and valve deposit issues that are common to many DI engines would still be there though.