The cam follower thing @
krayzie posted is real. My Golf R eats through cam followers for breakfast. I've had to replace them on the order of 20,000 miles untuned and 15,000 after tune.
It's a real pain in the ass, too. You have to bleed the fuel pressure, unhook the lines to the fuel pump, bleed the remaining fuel from the pump, then pull the pump just to examine it.
VW/Audis aren't
quite as unreliable as everyone says they are, but they're a little expensive to fix sometimes, depending on how common the parts are and where they're coming from. In more recent days it's been a lot easier to find equivalent replacement parts that don't have to come from Germany and work just as well.
If you're dead set on it, I recommend trying to find someone on Audizine or the Vortex that can help you with a VCDS scan to see if there are any underlying problems that don't necessarily pop up on OBD-II. It's much more comprehensive and will show you failed electronics.
Hope this helps.