Before changing anything you should experiment with speaker/listener placement paying particular attention to speaker toe-in. Moving the speakers further into the room might help with the soundstage depth issue. Alternatively, a good tube parametric EQ (Manley, EAR) will also accomplish what you seek.
BTW, due to their cabinet shapes the VR4 Jr. will look much larger in most rooms than the Thiel.
BTW, due to their cabinet shapes the VR4 Jr. will look much larger in most rooms than the Thiel.