When I had my MKV GTI some guys had tried a wastegate fix to try and get more boost, guess what he got, a blown turbo. On a turbo car unless you are willing to deal with the consequences of a excess pressure I would leave everything alone with the exception of letting it breath better with an intake and downpipe.
I am sure that is grounds for fire with alot of people here, but for the longevity of the car would not mess with the waste gate. I would not even mess with the ECU, most of the bypass valves and diverter valves on the car are rated with a certain spring load that when exceeded will cause boost leaks.
Mess with the waste gate when you have a Big turbo upgrade, but till then leave it alone!