After a round trip of 800 miles this weekend, most of which was on our M roads, I can conclude the Dunlop Spaz Max tyre are sh!te for straight line stability. I can't wait to rub them out and buy some PS2's.
Hooray, another opinion of the uselessness of the SportCrapz - I think we ought to set up a website - www.DunlopSportMaxxAreShyte.com 
What pressures are you running?
When I first got the GTI, the standard (upto 3 peeps) pressures were 35 all round - and I thought it had the straight line stability of a Chivers jelly. After some experimenting, I now run 43psi front and 37 rear, and that seems to have sorted the stability, and they are still wearing evenly across the tread width. 
I was (from new) running their recommended 40 psi, but uped it to 44, which has reduced understeer no end, but in a straight line she feel twitchy.
Is it the front or rear which is causing the instability?
I say front. 
OK - how are they now, after another month's running.
Don't forget, if you regularly run tyres at a certain pressure, then the tread blocks "bed-in" to that particular pressure. If you then up (or decrease) the pressure suddenly, but keep the same load, the tyre can take about 500 miles for the tread blocks to bed in again.
Being as the R32 lump is quite a bit heavier than the GTI motor, perhaps try upping the fronts to 46 or even 48 psi, and see how you get on.
Incidentally, I'm now running my RS4 at 50psi all round, albeit with full loads. This is primarily because the Pirelli P-Zero Rossos are even more shyte than the Dunlop SportMaxxes - they are fooking lethal - no grip in the rain, aquaplaning even during modest rain, and even during modest cornering - just break away instantly, without any warning or progressive sliding - and the worst thing (actually, it may be a blessing in disguise), I've worn the ba$tard$ out in just 4,500 miles
