I just purchased upgrades for my new VP9 myself, so I think I can help.
The only necessary mod I'd recommend, although not a part from HK direct, would be to be an Enhanced Aluminum Support Sleeve from HKParts.
Other add-ons I put on were the Aluminum Slide Plate Cover, and the Lazy Wolf Guns F3 Trigger. Besides some +5 base plates, there really isn't much to add to the pistol. Only part I have not decided on yet is the competition magwell vs low profile magwell vs no magwell.
Currently Rick Holm from Lazy Wolf Guns is working on my VP9L. You will find nothing but overwhelming praise about his work from others here on HKPro and even guys on the HK shooting team, like JD and Sean.
Hope this helps!