You are not alone!!
I live in Dubai and had a local garage import a MK5 Milltek for me. They fitted it, it leaked, they re-fitted it and used paste, it leaked a few days later once the paste was blown out, eventually Milltek agreed to send out a replacement.
The replacement leaked. It was refitted with paste, a few days later the paste was blown out and it leaked. I got soo p'eed off with this I ended up having all the joints welded. That was the last thing I wanted to do but could not face weekly trips to the garage.
To note: I at one point even questioned the garages capability and tried using MTM (Dubai branch) to re-fit the 2nd exhaust, but it still leaked after they tried. So now, i am the proud owner of some lovely MTM welding

but at the same time the owner of a sub-standard Milltek.
I would not recommend them for the MK5 R32 to anyone, not only do certain examples of their exhausts for this car leak, the alignment of the pipes to the rear valance is not brilliant (even when adjusted using Millteks fitting advice).
Go get the more expensive but (IMHO) superior, Supersprint. I wish I had!