Any OEM VW 5x112 16"-18" wheels will fit. 15" is too small, it won't clear the brakes.
Any other 5x112 wheel with about 45-50 offset will work. 6"-8" width will work.
Tire sizes should match the stock size. Look through the FAQ, at the bottom is an external link to a pretty good tire/wheel calculator. As long as the new setup is about the same size/dimensions as the old setup, it'll work.
Fuel economy won't change enough to warranty buying new wheels but there are plenty of other reasons to buy new wheels - weight - looks, etc.
If you want a Golf it has wide 17" wheels standard. You could probably find someone to swap 16" wheels + cash with you since it would be considered an upgrade for them. They'll fit perfectly, it's OEM, and the slightly narrower tire will increase fuel economy. Also consider inflating the tires a little more but below the max cold pressure listed on the sidewalls.
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