Should the fan run after switching the engine off, if so , why.  I assume it is something to do with the diesel filter.  As is usual with Skoda manuals there is no information.

The Fan(s) keep running if the engine i hotter than normal when you switch it off - no matter what the reason is. Stopping in the middle of a re-gen is one of those.

 

When my Octavia wants to do a regen, the revs are held at 1K when I idle and stop/start is unavailable.

 

The other night my wife went out with friends and dropped them all off on the way home, she spend a while chatting to them with the engine running and the fan was running for ages after she'd parked on the drive.  They were really short journeys on 30mph residential roads so it stands to reason it was a little hotter than usual.

 

A couple of days later I noticed the revs hanging and S/S was unavailable on the way to work so I'm pretty sure that was for a DPF regen.

My 1.6TDI does seems to do the DPF re-gen the same way as the Yeti did.  Engine idle speed increases to 1,000 and the fan in the engine compartment stays on once the engine has been switched off, so what yours is doing is quite normal

Other things I have noticed:

When the DPF re-gen is running the the auto-hold seems to 'snatch' then you accelerate, I guess this is because the revs are starting higher

You get "lovely" warm air on your legs if you need to get something out of the boot and the engine fan is still running and it can smell like burnt rubber sometimes