Apparently its not uncommon for the TFSI's to stumble into life a bit, I read some bits on a TT forum saying their starts were a bit unconvincing sometimes.
If it's a cold morning or the cars been still for a while I sometimes turn on the ignition for 5 seconds (let the pump prime) then turn it off (keep the key in) then turn it back on, wait 5 seconds and start the engine. Or at least just wait 5 seconds after turning the ignition on once and that seems to help.