Keep in mind, unless I don't know the OE code well enough, the ECU goes open loop at a set MAP value, not at a set TPS value. 100% throttle may throw it into open loop, but I know at lower RPMs it doesn't seem to be TPS specific but rather MAP specific.
What I've derived at is around 30-40% throttle is where it will go open loop (pretty much any RPM/load). I generally set VAFCs to 33%/34% for the lo/hi values. Only tune for the Hi setting as you note, any Lo settings are bound to be corrected for VERY quickly.
I've also found that at least the H22 ECU barfs all over itself when you add fuel. With as little as 4% added mine stumbles all over itself, but with as much as 18% pulled out it does OK. Be careful, though, as high values may throw off the timing map. IIRC on the H22 the number is somewhere around 18% of a MAP shift will put you on a different timing number.
Of course, your F20 is probably mapped a little different, so your mileage may vary.
