I would first get out yellow pages and look for an auto lock smith as will be cheaper and also they will come to you. Use a guy here but too far away from you. He has managed to get keys made for cars with no key at all. So I would assume same sort of service could be found nearer to you. failig that then yes you will most likely need to get the car recovered to vag for them to code the key to the car. another option is get a key cut and tape the old key housing from the snapped key under the ignition lock as thats where the reader is for the imobilizer