I would need new tyres even if I changed fron 7.5" wide 18" Monza Shadows, as most of the 18" wheels I like are 8" or 8.5" in rim width. 
I'll remain static on this for now. 
No, you'll be fine on 225/40/18s...even on a 8.5" wide wheel.
You can go to a 235 wide tyre of course, but unless the offset is spot on, you may find they rub the inners on full lock...also, going wider will numb the chassis slightly.
I don't find the Mk6 lacking in grip...so I am not prepared to loose any of the nimbleness by going to 235s...so 225s for me.