Its a common thing on the MK4's for the discs to warp, my Orion Turbo in my siggy had uprated Red Dot discs and pads and they warped too.

Im onto my cabby now, and cossie brakes, see if i can warp those fuckers

First things first, get your wheels checked for balancing, get your brakes sorted (new discs and pads), and then if its still there you know its something else, although i expect your problem wont be there anymore after doing this