I was in the same position as you as I wanted an Individual with specific requirements. I managed to find out there were three 2.0T FSI DSGs in the country, one of which had Xenons. I bought one of the three, two weeks ago so at that time there were two left. From memory I believe one was at Citygate in London and one at Northgate in London - not sure which one had the Xenons though. Both were in Midnight blue, with lots of extras including Sat Nav.
Not sure what spec you wanted but the 2.0T FSI DSG was the hardest to get hold of. I also know that VW Morden had two black 2.0T FSI Manual but not sure about the xenons.
BTW do not believe any dealer who tells you he can get you one! I spoke to all three dealers and they will not 'swap' them out to another dealer under any circumstances as they are like gold dust. (I travelled 200 miles to get mine but it was absolutely worth it, as I love every bit of it!)
If you go into your local dealer they can call up the availability on their computer although they may not want you to see it. It will show all available, the full spec and which garage has them - it depends whether your dealer will help you out or not! My dealer told me they didnt exist - finally one of the dealers I phoned (and I phoned about 30!) looked on the computer and told me where they were.