Sounds more like you have an exhaust leak somewhere too be honest. Ive had 2x Mk6 Golfs (GTI and R) and now a MK7 GTI and all have had aftermarket downpipes with 200cel cats and I have never noticed the exhaust fume smell to be any different to when the car was standard.
The only time I have noticed a bit of a stronger smell is when I have 10-15L of E85 in the fuel tank - that smells a bit different.
Things to check:
1) Do you have a genuine VW gasket where the turbo and downpipe mate together? If the exhaust shop used gasket sealant instead or a cheap aftermarket gasket then this is likely to be an area where you would have a leak.
This is the type of gasket it should be: 1K0253115AB - K03 Turbocharger Exhaust Gasket - Audi 8P/8J & VW MK5/MK6 (K03)
– VAGPARTS Australia
This is a garbage quality gasket: 3" Turbo GASKET FOR 2.0T Decat Fits VW Golf GTi Jetta Audi A3 06+ | eBay
2) Underneath the cabin (literally right underneath where you sit when driving the car) is where the downpipe and catback section of the exhaust mate up. They use a sleeve clamp like this (link below). These clamps do rust and sometimes seize up when trying to remove them, so its possible it was damaged when the exhaust shop fiddled with it. Worth checking if its leaking. Also you can use an exhaust grade silicone sealant on these sleeve clamps if they are leaking a bit.
Genuine Volkswagen Audi - 1K0253141P - Exhaust Sleeve With Dual Clamps - Priced Each (1K0 253 141 P)
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