I understand, is there anything u can do to these engines to make them better other than remap, exhaust, intake etc?
IMO... learn to drive. Spend $30 to $40 bucks and go do autocross. (cones in a parking lot) you will learn your car has nothing to do with your slow time.
you will end up with getting better tires, then see what you need.
but to answer your question directly, yes. plenty to do. also exhaust mods are worthless until you put some serious money down on nozzles, turbo, clutch, and tune. if you do exhaust before that.. its a waste with out doing the rest. and for $3 grand (nearly the cost of the car... the mods i just listed make a car that has no business being a sports car, into a crappy sports car that is a blast to drive.
If you want a car that can do fun things, go spend 8 grand on just that... you could buy a used boxster that will outperform everything your TDI can do other than MPG for 10 grand... and seeing as it costs about 8 grand to get your car to that point (with the value of the car) its kinda pointless.
That being said... a souped up TDI with a nice performance suspension is 11/10 fun to autocross but even as a skilled driver, it still suckma hard at the job.