Yeah, oxygen sensors are reading that the cats aren't working efficiently. Also, your car is in limp mode (limited to 5-6 psi) due to a bad exhaust gas temperature sensor. EGTs can be coded out along with the rear o2s/catalyst efficiency, or used ones are cheap.
As far as tuning, you just need to purchase a Vag-Com cable ($10 eBay one will work fine) and download the Nefmoto flashing software, and then find someone to modify your file. Takes 10 minutes, or @FlyBoyS4 has a conservative stage 1 tune with EGT/o2s coded out available on his site -->
http://www.myaudis4.com/tuning_image...2D_EGTD_CS.bin
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16805/P0421 - Warm Up Catalyst; Bank 1: Efficiency Below Threshold
16815/P0431 - Warm Up Catalyst; Bank 2: Efficiency Below Threshold
17866/P1458 - Exhaust Gas Temp Sensor 2 (G236): Short to Ground
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