The XL simply means "extra load" and is a rating that refers to the load each tyre can carry and is simply a numbered scale that equates to a load in kg.
For example 94 = 670kg per tyre
91 = 615kg per tyre
ZR is a speed rating and means the tyre is rated to 150+mph.
On a GTI you will be okay with tyres rated at ZR, W or Y speed ratings. the W and Y ratings are higher speed ratings and so wouldn't invalidate your insurance if you smashed the car up. You would also need to match tyres up on each axle, so left and right front have to match and left and right rears need to match. Front and back don't need to match, but need to be the right standards for the car (load, speed rating etc.)