Like JF Automotive said, remap is most cost effective mod you can do with TDI, or anny other turbo diesel.
It all depends on what is your aim for power.
People do install biger turbos (from PD150/PD160 - VNT1749V
or hybrid turbos, as Wayne said. Hybrid turbo is made out of one smaller for egsaust side and one biger turbo for intake side.
Your injectors are same as PD150/PD160 got, so if you wanna enourmos power gain biger injectors can be found from Bosio - that is if you really need biger ones.
After that, biger and more efficient intercooler can find it's place behind front grill instead of small one behind your fog light - so called FMIC. There is various offers for that - from generic ones from ebay to the well knowned Forge items.
Biger bore downpipe and decat should help turbo to spool faster and to bring away some heat from turbo.
Depending on what turbo preasure we talk here you can think about checking are your MAP and MAF sensors have capacity for new conditions.
After you done with parts exchange you should do custom remap.
Reportedly, before you mess with engine internals your engine can squise around 200 HP with above mods or just with remap itself you can expect about 160-170 HP.
Hopefully someone with real life experience will chime in this thread and tell you some more or correct my words. Mine is PD100 and so far have done just an remap and some research around www for possible upgrades and above tips are what I have found as most common.