I may not be right, and I am not an expert or a mechanic but my hold MK3 8v GTI used to have LOADS of idling problems on start up, and when coasting up to junction and coming down the gear (it would just cut out)
After some investigation, and £ pain - I wittled it down originally to (potentially) fuse box issues, coil pack, spark plugs and throttle body manifold... the garage I was using at the the time did a full service and cleaned out the throttle body manifold which was thick with black gunge - and it cured the problem.
Could be a starting point, the VW boffs on here will know lots more though! good luck.
ps - Or maybe coolant sensor problem???
