A positive update!
I managed to roughly locate the air leak somewhere around the crankcase breather, so ordered a new part from Skoda. Part that came off was 06K 103 495 P, and the updated part number is BM at the end instead. £70.
Very easy to replace, though needed a new crimped hose clamp thingy, not sure what they're called.
Started it up, no leaking air noise, reset the fault codes, took it for a drive, all back to normal.
@steved83 mine is a DSG too, but didn't have any fuel economy issues. 40mpg on the way to work (slightly down hill overall).
When I lifted off the throttle it would still apply about 25% throttle for a few seconds before dropping back, another symptom for you!
Sounds like you've got something else wrong with yours.
I would highly recommend getting yourself an OBDeleven, this is the second time I've been able to avoid dealer prices for diagnosis and repair, and as the car is 7 years old now, they're only gonna get more frequent!