If you've done all of the other things such as coilovers( I chose the kW v3 for mine,and you need to spend ages adjusting that to get it right),and ARB's and adjusted all of it to minimise understeer,yes it does make a difference,but I think that doing it as a first step would just be lost in the general understeer the car has from stock.
The brakes are also a weak area after Stg2,as they do fade rapidly and most of the aftermarket pads such as EBC are no fix at all for that.
I see you have a good brake kit on yours,so you'll know how much difference that makes.....the weight of the OEM stuff is amazing...my VWR kit was about half the weight.
The thing is.....you start with a £30k car,and then spend easily the thick end of another £10k on all of this stuff,and yes,it's then a lot faster than an RS3 and pretty economical and user friendly,but above that,the costs ascend rapidly,and the gains are a lot smaller.
By comparison with the Escort though,it's still relatively good value motoring!