sounds like you're at Stage 2. Stage 2+ is the next step, although peak power is not that much more. however, there's more "area under the curve" i.e. more power more of the time.
Revo recommend that for Stage 2+ you need a HPFP and an intercooler. Intercooler wise, on a K03 car, chances are an S3 intercooler will be all you need. With this I would advise fitting a Neuspeed turbo discharge pipe and a throttle body pipe from AKS Tuning. (These willl aid flow and have made my car a lot more free revving and improved my fuel economy. I wouldn't recommend them on their own, but I would if you're having an intercooler fitted anyway.)
HPFP wise, it's APR or Autotech. There is reams and reams of arguements over which to go for on this forum. The summary is that the APR is 3x the price, but is apparently safer due to it's design. The Autotech is cheaper, tho might cause your pump to fail (although PDT of this site has supplied and fitted 100s of the things without a single failure). Either way, get your cam follower changed when it is fitted, and then regularly afterwards.
Good luck.