The Mobil 1, ESP 5w-40 would probably be fine in this engine, even though it does not carry the VW 502.00 rating required for this engine (it does meet the very stringent MB 229.51 gas engine spec).
A even better oil for this engine would be the Mobil 1, 0w-40, which is a VW 502.00 and ACEA A3, rated product and is optimized for use in gas engines. I'd have no reservations about running 10,000+ miles on the Mobil 1 product in the 2.0L, non-turbo engine. I've owned several gas engine Jettas going back to 1985 and ran synthetic (Amsoil) in all of them. I was running 12,000-15,000 mile change intervals (supported by oil analysis) with very good results.
The other off the shelf gas engine oil which is very good is the 0w-30, Castrol Syntec, European Formula, which meets the VW 502.00 spec. Again, no issues with running 10k changes in the 2.0L, VW gas engine using the 0w-30.
This engine takes a spin on oil filter with a very high bypass opening pressure - something like 30 psid. So I'd stick to an OEM German oil filter if you can find them. I used to order the MANN oil filters three at a time from Blauparts.com up in WI, but you can probably find them locally outside of a dealer parts department.
TS