Thought I'd post up how I did this earlier, Sinbad on here needed a replacement fuel pressure regulator and I wanted to be sure that the one I had spare was working properly.
so, what do you need? well I used a Trackpump
Fit valve head onto fuel rail inlet (Presta size fits nicely) you would need to remove the hose from the fitting to do this so if they are original hoses (hard plastic, coated with rubber) then it would be advisable to get another union or some method to fix the hose to the rail.
then pump away! It wont take long with a decent pump like this SKS Renncompressor to reach the 3 bar break pressure that the most common GTI's use, some apparently have a 2.5 bar item, I remember a Peugeot Talbot sport mod was to pop a 3.5 bar item on.
as you can just about see, the gauge went to just over 3.0 bar and the regulator squeaked the excess air out, just to make sure it didn't leak I left the pressure on the rail to ensure it didn't leak.
Ten minutes later it was still as I left it, so all good! job done.
obviously this wont test whether your fuel pump is still up to it, or that the one way valve in the pump is working, but still an easy check to do as everyone should have a pump of some kind to hand.