Hi gaz, im in same boat as you, but not going as far as changing injectors, rail etc.
As far as I know cat is a legal requirement on all cars, but... Diesels dont have emissions tests done on them, just smoke tests to see how much they smoke. So only way to de-cat is to take it off, smash its inards out with a bar or something and put it back on. So when mot tester looks it has a cat, and it shouldnt any more than with the cat only a bit more when you put your foot down!.
Correct me if im wrong anyone, and if you searh on ebay 'mk3 golf tdi tuning' it should come back with a company that do 2 tuning chips for the ecu for £45 that remap it to around 120bhp standard then even more with your other mods.