If your GTI is very low mileage, I'd recommend 5W-30.
Otherwise stick to 0W-40 or 5W-40. This should reduce oil consumption in higher mileage engines and protect your engine components better.
More important than brand of oil is oil change intervals, ideally should be kept at 5k miles or under. 3k miles if you can afford to do so. Longlife servicing is what kills a lot of these engines.
But if you want recommendations for brand, I personally like Mobil 1 0W-40 and Castrol Edge 5W-40. Shell Helix 5W-40 is also good, but burns easier than the other two. Some folks in the UK go for Quantum 5W-40 from TPS, but I know nothing about it as it isn't available in Ireland.
All these meet VW 502.00/505.00 specification.
Miller's CFS NT+ 5W-40 is recommend by some track enthusiasts, but it's not certified by VW nor do Miller's say it's legal for road use. It's designed for track use and for very short service intervals. So I'd stay away from that.