Just wanted to add my 2 cents. I got the "Left Dipped Beam Not Working" message and headlamp symbol on my dash, and sure enough, the left headlamp was inoperative. Pepboys and AutoZone told my wife to GTFO with her GTI. One guy said "That installation took us 3 hours, and we still didn't get it done. You gotta go to the dealer.")
When I found this thread I said, let's give it a shot. Glad I did. Took about an hour all told. I ordered these replacement bulbs, which work great so far.
http://www.amazon.com/dp/B00IVVGH9S?ref_=pe_527950_33920290
When I got the left bulb out, I saw that it had shattered into two pieces ("well, here's your problem!") Don't know how the f*ck that happened.
Tricks that worked for me:
Use a little bit of dielectric grease! As I was practicing screwing the locking ring on and off, it got stuck, and took about 5 minutes and a lot of torque to get it unstuck. After that, I applied about a peppercorn size amount of dielectric grease to a Q-tip and spread it around the inside of the locking ring. After that, installation was a cinch. If you have trouble unscrewing the locking ring, know that I really wailed on it and finally got it to pop off.
On the lip of the plastic base of the bulb, where the glass bulb enters the plastic, there are a few little nipples sticking out. (Don't confuse these with the larger knobs on the base of the bulb). I filed those nipples down a bit with a nail file.
Practice! You are doing this blind, so practice 1) screwing the locking ring on and off without the bulb, 2) screwing the locking ring on and off with the old bulb. Your hand will learn how it all works, and when you do it for real it'll be easier.
The driver's side was more difficult because there's less room. Best position was to stand facing the engine, slightly to the left of the headlamp assembly, and reach in with my left hand. Then your wrist is lined up well to screw and unscrew components.
Read the tips on page 11 and study the orientations of the bulb in the locking ring. That helped. Also, remember, all the pieces screw off and screw on the same way. Keep that rotation in your head while you have your hand in there.
Sounds complicated but if you read up in advance it's really easy.