Welcome along.
How old is your car? Do you know which Diverter valve your car currently has fitted? Change it to a Revision G (latest choice ATM), holds boost with mapped Eddy's with no problems. You might also consider a DSG remap as well. Get your car on a rolling road, have a full diagnostics and per map check done IMO and go for stage 1. As above, depends where you are, you can go main stream with REVO, APR, Superchips or with an Indy like R Tech, Jabba etc.
Cat back exhaust will help a wee bit or go straight for a TBE (Turbo Back Exhaust) and a CAI (Cold Air Intake) and stage 2 is within reach.