You can fit a Milltek exhaust but you will also need to get an R32 rear valance.
AMD Essex offer their custom exhaust and the rear valance (non painted). Total is £829.66 fitted or £716.81 parts only.
AMD are far from the cheapest but will give a rough idea. Not sure how much the painting would cost.
Worth noting that the valance they supply is not a VW part but is the same as the valance they use on their BTCC car. Looks the same so I wouldn't worry too much on the quality, should be good.

You could always get a proper Milltek but the cost soon start rising. For the R32 style exhaust they want £675.11 fitted and thats without the cost of getting an R32 rear valance and painting it. Dont try and get a cheap onr from eBay, it will be cheap, crap and wont fit properly and will look sh!t, there is a reason its so cheap.
AMD only offer that custom exhaust on the GT TDI 170.