It happened to me before christmas. I was luckly - warranty job, but get them to replace all of the coils as you may find the others go within a few weeks.
My Golf has only done 18000, but the dealer said it is likely to happen in cold weather and only on 1.8t engines. My car is only 2 years old 51 plate.
Yes the engine does go very very shaky, best to get to a dealer or tow into them to avoid anymore damage.