Yea, 3,500 RPM is a lot at cruise speeds these days. I am not up on just what parts swap out on VWs these days (I used to play with Honda stuff, but the VW guys in the club were always playing with gearing), but here is a
link to a comparison of the gas and diesel transmissions. I don't know if they are bolt up swaps so check carefully. I would look for some VW specialty shop or start looking in forums.
Just as an example though, swapping these transmissions out should get you down to a bit over 2,500 RPM if my calculations are close. (Obviously, do your own calculations before making any sort of decision/purchase.) There may even be other options.
[Edit] P.S. I forgot to ask about the wheel/tire package on the car. Have you compared them to the stock setup for revolutions per mile?