Mine was an independent tyre place, to their credit they rectified the situation as it was the locking wheel nut they lost, so they provided a new locking wheel nut set, although it was a non VW set, so now the locking nut on each wheel does not have the VW branded cover on it.
They also replaced one of the VW centre caps which went missing also, although that was on the car when I drove away, so clearly not fitted properly.
Sorry for drifting off topic here!