its always worth cleaning the inlet manifold and ports, they get clogged up to ***.
if your timing is right then black smoke is too much fuel not enough boost, there will always be a period wen there is more fuel than boost but smoke shud clear wen the turbo kicks in, if its still black then your running too much fuel that its not getting burned or not enough boost and you can tighten the bleed valve a little more, your choise
as long as you run a 2.5" down pipe then EGT shouldnt be a problem, best get a gauge just to make sure
what engine are you rolling with in the jetta, what mods you done?