With the spline adaptor, remove wheel then you have a few options:
1. Use a gear puller, it helps to loosely clamp pliers round the adaptor up against the lip to give the pullers something to grip
2. Thread the nut back onto the column, then tap the end of the column with a hammer. The column is designed to collapse, this will pop the adaptor off. To re-extend fit the wheel loosely and thread the nut on, then yank the wheel towards you.
3. Cut the adaptor off
4. thread the wheel nut on to protect the thread, then place a block o wood over the end of the column and give it a few sharp taps with a hammer. the column should collapse and the adaptor pops right off. then refit wheel loosely and give it a yank to re-extend the column.
VW have a special puller that makes it easy, the 3 leg ones dont work that great as there isn't much lip for them to grip. I find mole grips clamped lightly round the adaptor help, but even then sometimes they wont budge. bit of heat can help here.
If you just want to swap the lock, you can remove the whole column with the lock housing attached by undoing the bolt holding the lock housing to the outer column tube, and removing the bolt holding the UJ to the base of the column. Then drill a 3mm hole like so:

You may even be able to drill the hole with the housing all on the car, just a case of seeing if you have room to get a drill in there. once the hole is drilled use a thin screwdriver down the hole to release the clip that holds the lock in place.