[Phantom]

It could help slightly since the turbo will not have as much back pressure and the car will be slightly lighter. I would not do it unless you are needing to replace the exhaust.

If you want to make changes for better MPG I would check into replacing the 5th gear with the 6th from the 6speed that came our in the mid-late 2000s. I know it has been done on the Golfs and I believe it can be replaced with out removing the trans.

The other thing I would check into would be a tune. Tuning the PCM/ECU will give more power but you don't need to use it. In the lower loads and RPMs the timing is better set and fueling adjusted. Often the curve for the Turbo is better set reducing turbo lag reducing the time you need to keep your foot on the go peddle.