Depends on your commute. If you lived in NoVa and had to suffer the typical traffic, I'd say 36mpg isn't half bad. But don't think you'd be looking into a downpipe if you did live up that way.
I think my better than average consumption is mostly driving style and the roads I have around me.
Lightweight wheels, CP3, properly inflated tires (35-38psi isn't even that high) definitely contribute as well.
Back when I had just stock turbo and stage 2 "eco tune", it was not difficult to get low 50s at all and best tank was 54 or 56mpg all lower speed highways. I had two 700 mile tanks back then which is tough on the MK7.
As for full exhaust, I would trust TRW for the full turbo-back setup. I asked them to make a 76mm (3") "cat-back" for me which they had not done before on the MK7 Golf. I was pleased with the quality of the material and the welds, and it only needed a slight tweak to one of the hangers in order to clear everything just right. 2.5" would be more than enough for the CRUA though. It wasn't shipped in a box which I thought was interesting, but it was fine. Shipping did take a couple weeks if I recall too.