Things I have seen/heard go wrong on the Mk7 (whether the 7.5 updates any of these is anyone's guess)
1) Heater Matrix (ie cabin heating)- comes up a fair bit, costs about £1500 outside of warranty to fix
2) Cornering bulbs blow causing a scary "Dynamic Bend Lighting Error" but is just a replacement bulb needed. OEM bulbs last about 20k it seems.
3) OEM Clutches on manual GTI's and R's give out and slip with and without tuning. DSG not so much until maybe tuning.
4) Whiteworm on those diamond cut wheels, with and without curbing!
5) GTD water pumps suffer from failed impellers at around 40k - I didn't have it, but two colleagues on similar 14 plate cars did.
Feel free to chip in any more that you can think of!