http://www.golfgtiforum.co.uk/index.php?topic=8438.0they are a bugger to get off. me n my mate used a hexagon socket to get them off, carefully tapped them on, the one came off it about 10mins but the other took about 40mins

just chew the balls outa the old ones to get them off. obviously the bolts were so mullered after we had to use new bolts, and tapped new threads in just to make sure (for the next time they need changing). no worries about heating them up, just tap the hexagon sockets on very carefully and take ur time to get them on just right, then give um a good tug with the socket!if they dont come loose or the socket slips try and try again and it will come off eventualy! also a good idea to undo the shock of the suspension and bracket that holds the pipes for the brakes so u can get a good bit of space to tap on the socket.
when changing the bearing just use a flathead screwdriver and a hammer to very lightly tap out the old bearing and all its components (ideal if there are 2 of u) take ur time aswell tapping them out so u dont spoil the hub. when it comes to putting the new bearing kit in a big socket with gental taps(again so u dont spoil the hub) will only take about 5mins to do, grease it all up, replace the hub, caliper etc and ur ready to rock!
There should now be no biting or anything from the bearings, and if (doesnt usualy happen) when braking with no hands on the wheel u travel to 1 side, bleed and change the fluids of ur brakes and all should b fine and dandy!