You'll need to narrow it down better.
Your 2006 is an A5 platform, still a Golf with a trunk.
The Jetta sedan continued this way through the 2010 model year, then in 2011 the NCS Jetta came out, which is very different, and even then the NCS had variations upon itself that changed as the years progressed, mainly the rear suspension and brakes. The Jetta Wagon continued on the A5 platform through 2014.
The B6 Passat, which came out in 2006, is essentially a bloated A5 platform, COMPLETELY different than the B5 it replaced. The NMS Passat came out in 2012, and is completely different again.
Both the NCS Jetta and NMS Passat are primarily designed with the North American market in mind, and therefor perhaps do not lend themselves as easily to performance minded modifications as the Golf does. There are no Audi branded versions of the NCS or NMS either. They do share a handful of parts and/or basic design layouts with other VAG platforms, though. So some changes may be able to be performed, and there are some aftermarket items available for them. I just don't think that side will be as strong for those as some other models.
Since there is a GLI trim version of the NCS Jetta, though, it stands to reason that at least those parts could be swapped on to a TDI powered NCS without too much difficulty. And if the VR6 NMS Passat has bigger brakes, those may be able to be swapped.