The car is built and waiting at the port and your going to cancel?! <-- Wow give that man a shake
For all you know it could be on the boat and here within a couple of days. You've done the hard bit why throw your toys out the pram now? Think back to when you ordered the car or when you made your mind up it was the MK7 GTD, bet you were like a kid at Christmas. I'm sure that feeling will come back once you pick it up.
Cutting your nose off to spite your face is never a good idea and if you think it will be teaching VW a lesson, think again. That car will just get sold and probably for a dearer price.
If you want some retribution get on VW's facebook or twitter page once you have the car, they hate that
Don't take it out on the car, its sitting all alone waiting on you, its rightful owner