I have tried enabling the green menu on my bolero (as per instructions from VW forum) but had no luck... I could well be missing something, but have not had much time to look into this in great details I am afraid. 

I didn't manage to find the green menu, but using the same phone (iPhone 6s) and lightning connection, I've had significant sound improvement by using Apple Music instead of Deezer.

No more weird gaps in equaliser and proper bass (well, without the sub!)

 

I suspect when connecting some phones via USB, they are sending the audio bitstream to the car, for the car to decode. Could be something naff in music apps, or bitrate with stored music files, that the head unit doesn't like too much.