I had the same problem, and for a while I was not able to figure it out. I called my local VW service center, and they offered me no solutions. Then I called another VW service center that was farther away, and one of the technicians gave me THE ANSWER! I tried it and it worked!
For whatever reason, the GTI's exhaust tips are easily dirtied by the black carbon exhaust. Other than buying an aftermarket exhaust system, there's only two ways around this:
1) if your exhaust tips are still ok enough to wipe clean and then polish without any of the black carbon remaining, you are going to have to simply keep a rag or cloth of some sort in the back of your GTI, and wipe the black stuff off one to two times a day (after every time you drive) and just maintain it every day...otherwise it builds up and is extremely hard to remove.
2)If you are like me and you have gotten to the point where the black carbon won't come off of your exhaust tips by simply cleaning it or polishing it...the ANSWER IS STEEL WOOL! They sell the stuff anywhere, you can probably find it at Autozone or Advanced Auto Parts...somewhere like that. But it usually comes in packs of three...you will have to use the "Coarse Steel Wool" to get the black carbon off of your exhaust tips...and then you can use the "Fine Steel Wool" to polish your tips. But it's going to take some work with the "Coarse Steel Wool" to get the black stuff off.
But after this, you are going to have to maintain your exhaust tips daily with a cloth. Do like I did and keep the cloth in the small side compartment in the back of the GTI, and then wipe the black stuff off of your exhaust tips after every time you drive. There it is guys! Your answer! I'm glad to be of help!