I know what whistle you mean, my MK6 did it with the EVOMS intake, its more like a high pitch whine than whistle. Its classed as Turbo whine / whistle even though its not always from the turbo.
Many people say it how the air filtered / forced down the intake / what pressure its going in at. As soon as i changed to a different aftermarket intake whistle had gone.
The only other thing that cause it is loose joining, have you trebles checked all joining parts are ultra tight and not leaking air.