I am no mechanic, but if this was happening to me, I would most certainly start with the easy stuff:

1) Fuel Pressure Regulator
2) Fuel Filter
3) Spark Plugs

Change your oil and PCV valve while your at it and see what happens and go from there.

Welcome to forum, hang around a bit and you will get to liking it and learn loads about your awesome vehicle.

How many miles you got on this VX?

Bart