the standard unleaded that I use
I've always subscribed to the theory that the RON rating on the cap is the 'minimum', not the recommended, so yes the GTI will run fine on 95, but it'll run better (more efficiently and responsive) on a higher octane.
VW's website even says so for the GTI/R...
Try a few tanks of 99 and see what you think.
I'm tempted to try a few tanks of 95 to see if I can notice a difference as I have done with previous cars.