I'll rebuke my original post as it was a bit sarcastic and doubtfully helpful.
The thing about making a sleeper out of a mk5 GTI is convincing people it's not a GTI, as people have said. To do that you'd have to remove the GTI bodywork - skirts, bumpers etc, and replace them with original bog-spec items as seen on 04 140 diesels and the like. You could get away with keeping the Monzas.. that would almost be a double bluff, as in "look at that Golf Match with GTI alloys, what a wannabe" etc.
Engine wise.. if you're serious then a k04 turbo and injectors with a map to suit will see 290+ bhp. Don't worry about inlet, exhaust and all the rest of it. You can run a k04 with your existing hardware and the right map and it will all remain quiet and stealthy.
But, and this is a HUGE BUT, in order to truly attain the sleeper you envisage you'll have to strip the body of all its best bits, lose money on replacement bumpers, lose money on new GTI skirts when you realise the ones you took off don't go back on neatly.... the list goes on.
For me a true sleeper is an unassuming car with an engine and chassis that far exeeds the capabilities of the oem engine and chassis of the car in question. So an engine swap and good suspension basically. Only really applies to a 'project' and the like.
If however, you were in the position to drop a highly tuned TTRS engine into a bone standard GTI, that could I suppose constitute a sleeper. Not saying that's realistic, just a principle.
Maybe just enjoy the fact you drive an (almost) iconic hot hatch and don't get hung up on downgrading it. :-)