I have the same, the throttle response from the bluefin/superchips remap is great, but anymore and as you say you need to modify, esp cooling etc.
Superchips also offer a stage 2, not sure of price, but speak to KennyGTI (mk6 forum), he has revo'd his to stage 2 (300bhp) and made the necessary mods. He's great for advice
Red