I run GAMI's and although it does help to lower consumption a bit when LOP, I still use a range limitation of about 800 to 850 nm. My age I guess. I also like to always have at least an hour in the tanks or more when I land. Age again.
On cooling, I always try for no faster than 2 " a minute on decent, but you have had that experience with the Navajo. I think it is all about decent planning and telling ATC what you want and when you want it by.
On insurance, you would have to check with your supplier. Here in the UK it does not seem to make any difference. I'm paying about the same as a T337 based on discussion. Again insurance is different here. I suggest you shop around. There is one broker who specialises in 337's who's rate were ok in the past and also offered pretty good service, but also try Avemco as well.
There was another thread on insurance costs - suggest you search.
On training, I would suggest you spend some time flying with someone familar with flight in the high teens. It is different and you do need to be thinking about how to quickly loose 6 to 8 thousand feet with out bending the plane but staying awake at the same time. I am ok up to about 15 k feet as a non-smoker who would claim to be fit (ok I am big build) and have skied that high with out problems after the second day.
Recurrent training in my experience does not cover pressurised flight, more standard procedures on the 337. I did RTC for my initial training and they were pretty good as John had a 337 at the time.
As I suggested earlier, although not required, get a high altitude endorsement and I woudl think the insurance folks would be happy. It also gives you the knowledge & understanding of both the flight and human issues.
I view having a P the same as having A/C in my car 20 years ago. As soon as I had experienced it I would find it very hard to buy a car with out it.
That said, I also occasionally fly non-pressurised aircraft and it is no big deal either way.
On long legs, I always find higher has less turbulence and less traffic, more directs and you are above most weather.
I would suggest if you are looking for a P to get one with de-ice as it does make the decent through ice layers a little more comfortable. That said, the plane will still fly with a lot of ice, but then again, you are a test pilot with no control over the conditions.
Hope that assists.
Blue Skies - Dave