Exactly the same thing happens with mine (MK4 GTI T), noise usually lasts about 30/40 seconds and bang it's gone, unusual I thought at first but the person who owned it before me even said the same thing, he was a registered mechanic and had a look at a few things as it was his girlfriends car.
Ended up being nothing to do with the engine or the turbo and I asked whether he'd checked the secondary air pump/injector, which he hadn't done, going to get round to doing it at some point, however V-DUBS rarely need them nowadays.
I'm almost sure it is that and to be honest I'm not exactly the most experienced with cars.