Ideally you need an exhaust to go further, stage 2 is possible, with just the Downpipe section.
Personally, I'd buy a full non res milltek for a nice increase of around 20bhp, great soundtrack, which won't encroach on the cabins acoustics too much.
Brakes depending on the type of roads you use regular would be another one. If your a inner city driver, brakes are not as essential , but if you live in a more rural area, It's properly best advised..
I too have bluefin installed on my Dsg ed30, and feel confident on stage 2 on stock brakes, but everyone has different driving styles.
if your not too worried on the level of noise increase in the cabin, then a Cold air intake would then be my next mod.
That would see an extra 10-15 increase further.
stage 2+ then gets quite expensive..