Torchd, sounds like IF the nozzles are the culprit (most likely there's more than one factor at play) they need to be cleaned and calibrated at the very least. You may just want to replace the injector nozzles, depending on how bad they are, and recalibration (of the nozzle opening pressure) is very important to proper injection.
You'll need to use a pressure tester (manometer) - generally speaking, the easiest way to do this is using a "pop-tester" or injector pressure tester, which includes a fuel reservoir, a crank (for manual application of pressure) and a manometer (pressure gauge) that is hooked up at an appropriate location and calibrated to ensure accurate reading. The injector attaches to an injection line fitting, and then you work the handle, checking the pressure and examining the spray pattern to determine the condition of the nozzle. You may need to clean or replace it, and then if the pressure is not in keeping with the manufacturer's specification, it needs to be adjusted to ensure accurate and precise fuel metering. Exactly how the pressure is adjusted varies from injector to injector - some use shims, others have different mechanisms. Yours may or may not be capable of adjusting the pressure. One way or another, you will definitely need access to a pressure tester if you want to verify correct opening pressures - depending on your location it may be easiest to simply order new nozzles and replace them if you are certain that the injector is the issue.
That being said, calibration is still critical to proper operation; but if you have bad nozzles and poor calibration compared to good nozzles and poor calibration - the latter is of course (marginally) better in terms of operation, emissions, and efficiency.
As far as the nozzles to go with - all other things being equal, there is something to be said for remaining stock in as many factors as possible. Stock nozzles are the best power / performance compromise, and you have the assurance that (if they're clean and working properly) you've got the spray pattern that Bosch / VW was using in their tests on the engine to ensure that fuel was atomized appropriately. Unless someone has tested a particular set of nozzles with the particular engine in question, you just don't have that assurance.
You can easily increase power and efficiency together by way of fuel pump modifications, or simply increasing boost, while maintaining OEM fuel spray patterns. I won't tell you that larger nozzles WILL cause a problem (They likely won't) but they may increase your fuel consumption and / or smoke at least in certain running ranges. Entirely your choice - I personally would stick with stock nozzles unless I were going to some fairly exotic extremes à la Dave from Passenger Performance's
Franken-Motor.
Good luck!