A sticky turbo is NOT a dead turbo.
The ECU will detect high boost, then put you in limp mode to protect the turbo from damage. Secondly, you can easily clean it with a bit of skill.
To tell you the truth, I have been driving with a hole in a tappet for more than 15 000 miles. The valve was opening half way or less. I hardly noticed a difference in fuel consumption. I had a hole in a hose post turbo. I was getting limp mode and black, VERY black smoke. Again, I could not see a large difference in fuel consumption.
I'd be curious to know how you drive, when you change gears, etc.
If you under rev it, or drive too much at constant speed, you might get your variable geometry dirty v easily. Your vanes need to move full range every now and again ;) ...
Maybe your EGR has something to say, maybe your temperature sensor or maf/map report wrong values, therefore injection amount is wrong. Have you ever diagnosed it with something like a VAG-com interface?
Has it been remapped?