People do this on mk4 golfs all the time when going for the R32 look so its worth checking the ukmkivs.net forum out. I think the usual exhaust is the miltek one. A few things to consider are the extra weight and getting it to look right as getting the exhaust cut out to mirror the other side will be body
shop work and the tips will be round and not fit flush as obviously made for a mk4 bumper not a cupra r one.