You can get a drop in 4bar fuel pressure regulator which replaces your stock one. There is a metal clip holding the stock one in on the right side of the fuel rail. Remove that and the vacuum hose, and pop in the new one and reconnect both.
The 4bar will give you an added 14.7psi to your fuel pressure. I wouldn't recommend adding one unless you are having problems with running lean as on a close to stock system you will being running rich which can actually decrease hp.
I'd get a friend with a vag-com to log your lambda numbers while running a butt dyno and see what your a/f plot looks like before you spend the money on the fpr.