search this forum for runaway
The turbocharger can be thought of as two fan wheels on a shaft, supported by bearings. One of the fan wheels gets spun by the exhaust. The other fan wheel spins because it's on the same shaft, and that's the one that does the compressing of the fresh intake air for your engine. The wheels spin very fast, and they get hot. The turbo has pressurized oil fed to it for the purposes of lubrication and cooling. (That's why it's especially important to use the correct type oil and follow reasonable startup and shutdown procedures with a turbocharged engine).
So, the turbo has oil seals on the shaft to keep the oil inside the intended oil passage. Those seals can fatigue and start to leak (sometimes very slowly, sometimes very abruptly). Depending on which side of the turbo (exhaust or compressor) oil seal begins to leak, the symptoms are different. Exhaust side seal leaking means the lost oil goes out the exhaust. If the leak is small you may not notice it much. If the leak is large you'll notice a large (sometimes embarrassing) plume of smoke in the rearview mirror. This generally doesn't harm the car unless you drive so far that the engine empties of oil, in which case the problem encountered is same as running the engine without oil (and also the turbo without oil).
Perhaps more risky is if the intake (compressor) side of the turbo oil seal is the one to leak. Small leak, just takes more time for the "bad event" to happen. Large leak, the "bad event" happens sooner. What is the "bad event" ? It can manifest itself in one of two ways:
[1] The oil slowly accumulates in the intake tract (intercooler and pipes). (edit- while it's accumulating, you have no knowledge- there are no driveability symptoms) At some point, some mist of oil gets up into the engine cylinders. Remember oil is combustible and the engine can actually run on this oil mist. Typically what happens is the intake tract slowly accumulates the oil (unknown to the driver) and some event comes- such as the driver revving up the engine a bit higher than usual, which serves to increase the engine's breathing and bring the accumulated oil mist up into the cylinders. What happens in this case is that the engine runs on the oil (and the injected diesel fuel) and produces Herculean power such as never felt before. The tachometer will climb and the car will accelerate hard, even with foot off the accelerator pedal. With auto transmission, there is often little recourse to save- shut off the key and hope the anti shudder valve chokes the engine sufficiently to kill it. 5-speed has some hope- immediately shift to a high gear and stand on the brakes to a complete stop, hoping to stall the engine. And DO NOT START IT AGAIN. Must go to mechanic. (edit- this is known as "runaway", and it's scary when it happens.)
[2] The engine injests oil rapidly, not in combustible mist form, but in liquid form. The pistons try to compress the liquid (which isn't physically possible) and results in expensive metal parts bending. Engine will immediately become "sick", typically requiring a full rebuild.
If you are noticing the engine appears to use oil, must ask the question where is the oil going? Maybe past the valve guides and piston rings and out the exhaust, as is the common perception. But also note maybe that is not happening so much, and what you have is a leaking turbo seal which is slowly filling your intake tract with oil, preparing you for the dreaded runaway. The right-side of the intercooler as you're looking at it in the wheel well- is the lowest portion in the system. You can stuff paper towel in there (or suction tube) to suck out oil. Common opinion on this forum seems to be a small qty of ounces (sorry, USA) is acceptable, but anything more than a few ounces may indicate leak in the intake side seals of the turbo. Prudent to watch this very closely, to avoid the dreaded runaway. Don't take my word- just read the other posts on here.
Sadly, from what I read, it's not possible to replace turbo oil seals or rebuild the turbo. Remedy is to replace the turbo. I practice what I preach- at this time I have a replacement VNT-15 turbo en route from idparts.com for my 2002 jetta. Car runs fine, but have noticed over the past couple years, increased "apparent" oil consumption by watching dipstick, and have found significant quantity of oil in my intercooler (well more than 8 ounces). Car uses about 1qt of oil in 5K miles, which is considered above normal for typical vehicle. My engine has high miles- 290K. But has had proper oil changes and maintenance and treatment from day 1. I am looking forward to learning if my oil consumption goes down after replacing the turbo. Point is- if you notice your TDI using some oil, don't immediately assume worn engine and normal usage burning some oil. Could very well be a leaking turbo oil seal. Sometimes the leak starts small and progresses slowly. Sometimes it gets worse rapidly.
For my jetta (and I suspect probably very similar for Golf), it's actually very easy to get the entire front fascia off (to access intercooler). About 20 minutes work, total. You can probably get away with NOT doing that, just stick paper towel into intercooler or suction tube to get oil out. If you use paper towel, be sure to get all the paper out, don't leave any foreign object in there that could get sucked into engine !
Good luck to you, hope all this blather doesn't put you to sleep. Your description sounds strongly like you might have a turbo intake oil seal leaking. Recommend closely watch your oil level, and watch the amount of oil in the lower intake pipe. Get it taken care of if necessary. The engine itself has very long life if the ancillaries are kept healthy.