Generally for a stage 2 you can get away without having to mod the internals but a FMIC and turbo back exhaust with decat/sports cat are your main two (i. e. expensive) required mods. Other than that it's generally good practice to have all your vacuum hoses sorted and confirmed leak free plus an uprated DV, updated boost hoses, induction kit, catch can, and possibly actuator. I've gotten away without the actuator but did everything else first. Technically you don't *need* all of the above but it will help with reliability once you're pushing higher boost levels.
I think if you're on a K03 turbo as opposed to a K03s you need to swap the turbo too but don't quote me on this bit as I've always had a K03s equipped engine but it makes for a 20bhp difference at Stage 1 IIRC so would image it's also very apparent and limiting for a stage 2.