Supercharging an NA MK3 would be a pretty expensive project, but it is entirely possible, especially if you had really deep pockets or had good fabrication skills and had friends in a machine shop. Using a Roots type blower would be very expensive and difficult, as it would require a completely custom intake manifold among other things. A centrifugal would be a lot more practical, but mounting it would either involve A/C deletion or some custom trickery with the power steering. Engine management would be a huge PITA, although you might be able to work it with the crappy flapper door AFM and stock ECU if you used larger injectors and an AFC, along with a rising rate FPR, as long as you used a thicker metal headgasket to drop the compression and backed off some ignition timing.
Basically its a project I'd not attempt unless you had at least $4-5k to burn, and I'd not hope for more than around 300hp on the stock GE block With the stock ECU. If you wanted to go balls-out and get forged pistons and a Haltech or something you could theoretically make 450+ with good intercooling and everything else covered, but it would be much more expensive than building a 7M-GTE to those power levels.