I think I get you. I own a 320d e46 tourer 2003 model BMWs tend to be heavy steering and heavy clutch. I cant comment on your gear ratios as they will be a little different to mine, but it took me a few months to get used to my very first BMW (320d saloon E46). At first it did feel like I was lugging it about on my back, but I have grown to like it now and I just hate driving any other car. I had a A3 not so long back, 1.8T Quattro (Not muck unlike your GTI), and that just felt very loose and horrible to drive. Its something you will get used too and begin to love.