Having spoken to a few vdub specialists and my mate in the dealers, he said the fuel pump relay failing is almost unheard of! its usually the ECU relay (which gives fuel pump relay failure symptoms) But ECU relay would cause cutting out.
Obviously for the price of a relay its worth trying the F/P but dont get your hopes up, its a simple on off relay and the engine will simply die out if the relay switches off, I have been through much testing of relays etc.. after having issues with mine.
To be honest i would be looking down the route of ignition system, rotor arm, cap, leads, and plugs! as i said before, coil pack is very common! All of these things can cause a misfire, and often under load due to the spark being there... just very weak.