Remove the headlining completely - never had a problem with condensation without mine and we've done a lot of wet trackdays.
Get rid of as much weight as possible if you don't need it remove it.
You can save some weight by replacing the electric window motors with manual ones if you still want them to open.
Leave the dash and heater as DH said the heater and blower are needed in the cold and wet.
Its surprising how much the stuck on sound deadening weighs. A heat gun makes the removal of this much easier.
Madmart - nice choice of car, best mark of Golf for a trackcar

Not sure about removing the front bumper support, I think it is needed to keep the front chassis legs stable.
Paul