You REALLY need to scan for codes. Get Vag-Com or find someone who does. There's a list out there on the interwebs of people with Vag-Com who are willing to do a scan for you at low or no cost. Misfires from carbon or coil packs can throw codes without triggering a CEL. If you are getting misfires in some cylinders, swap coil packs and see if the misfires follow the coil pack.
Did you check your cam follower? That's an engine killer if it's going out.
Another possibility is the "thrust" sensor on the HPFP, but for me the symptoms were similar to yours but only when the fuel temperature was high. Mine got replaced under warranty.