Could be, or it could be early signs of a head gasket failure while it dumps the coolant out of the cylinder.

If you're worried check for smoke/steam from the exhaust, coolant levels and possibly a compression test.

Or it could be one of the coil packs, the gti6 uses four separate ones as opposed to one coil pack and HT leads. Unplug them one by one to see which one doesn't make a difference, if having one disconnected doesnt affect how it runs you know its a dodgy one

EDIT or possibly the lambda sensor if it only does it when cold

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Bye bye Sundance Kid