Wow, that high of PSI cold? I think the highest I've run was 37 cold. If you're 39 at cold, then it should get up to 41 or so at warm.
My bad
Cold PSI is indeed 37PSI for 225/40 R18.
I still stock by using 40PSI when the tires are warmed up though.
Just checked the owner's manual out.
Standard pressure for the 225/45 R17 is 33PSI
For the Golf it's 32PSI for 15-17" and 35PSI for 18"
All that said tires very a great deal in how they tolerate pressures. Some do well with the manufacturers tire PSI recommendations, others need more or less to evenly wear.