Ok, bear with me this will get a bit complicated
You need a T pice connector to fit VDOs, because you need an extra oil temp sensor as well as the 2 pole pressure sensor.
You cant run 2 wires to the MFA oil temp sensor, as it will make both the MFA & gauge read wrong, and you cant really just wire the VDO gauge to the MFA sensor either as it is the wrong rating for the gauge so it wont read right, you need an audi 0-180 degree one.
As for the 2 pole oil presure sensor, there are several types!
Check the flats of the sensor, it will have 2 values that we are interested in:
0-5bar or 0-10bar - this tells you if the sensor is suitable for a 0-5bar gauge, or a 0-10bar one.
0.3bar(ish) or 1.8bar(ish) - this tells you if the sensor should replace the high pressure (white, 1.8 bar) oil warning sensor, or the low pressure (black/brown 0.3bar) oil warning sensor.
You must replace the right one, or your oil warning light will not function correctly! On an 8v GTI, the low pressure sensor is on the side of the head with a blue wire, and the high pressure sensor is on the oil filter housing with a yellow wire. On a 16v both pressure sensors are on the oil filter housing.
Since yours is the 1.8bar sensor, you should replace the high pressure warning switch, which is the white one with a yellow wire
Mine was the low 0.3 bar one so I had to replace the black low pressure one with the blue wire.