Deezler,
This cooling system upgrade should help.
TyrolSport UG SMIC Intercooler For VW MK4 Golf/GTI/Jetta TDI
It isn't cheap but it should boost your economy and performance. You will get less pressure drop across it and therefore more energy recovery from the turbo. You will have cooler intake air and less heat loss to the block. You will also drop your NOx emissions. Its a win win win upgrade