As NC 35 said some cars run like a bag of sh*t on the 95 i never put 95 anywhere near my m3, but my dad did one weekend and it ran horribe it turned out he put 95 in after i told him not too
the gti i dont think is affected too bad by 95 as the guy i got mine from mostly ran it on that, me personally, would only put super in it as its better for your engine, If you do choose to run it on 95 i would say give it a treat every now and again and throw a couple of tanks of v power in - in a row to blow away the cobwebs,
i read somewhere in a VW booklet that the gti is designed to run on higher octane levels and but can be run on lower levels although performance, fuel economy and cat life is reduced.
If you do decide to go for the higher octane levels, like i said tests have shown that it will take about 10 re fuels for you to gain the effects of the better fuel.