I looked at the differences between the VW TSI and the Audi TFSI a while back. The Audi has a few improvements (more robust) mechanical components. Most noteably, the Audi (except A3) has Audi's have variable valve lifts on both exhaust and intake valves, while the VW TSI only has variable action on the intake valves. Differently mounted engines as well. Other than that, it's basically the same.
With the downpipe with the high flow cats that I have seen, most will mate up with the stock catback exhaust (at least on the CC and GTI).
Sorry to the OP for shifting from Ford to VW.
Previous: 1993 Prostar 205
Red 1998 Ski Nautique, PCM GT40, 310 hp, , Acme 4 blade, Perfect Pass SG/Zbox.
Be kind. Have fun.