I'm assuming that the Golf was a 1.9 TDI. maybe the 130PS version (two letters of the TDI badge are red) or even the 150PS version (all three letters of badge are red).
I think that you aren't compariing like for like. Almost all diesels have fantastic mid-range, and lots of torque, and conversely, relatively little top end. The MINI is (of course) the other way around, more top end than mid range.
Oh, and the Golf has slightly more capacity-wise than Mini.
My Mrs has got the 1.9TDI Golf, 130-PS version, and the mid-range is formidable & impressive. But, I can still beat it when I get my Cooper spinning up
As the last post said, change down and ensure you are in the 4000+ rpm sweet spot
Lee