Replaced the Stock (Part Number: 5QM-129-620) with a K&N oil filter (Part Number: 33-3005). The procedure is fairly straight forward, I wrote up a guide here: https://www.carworklog.com/2016/06/10/mk7-engine-air-filter-replacement/
Update: After driving for a few days I have noticed that the throttle response is better as well as the smoothness of the cars pull under WOT. I can hear the turbo a little better sometimes. Its not a huge difference but its there.