well having done this only a few weeks ago this is what i did.
first bleed master cylinder, both nipples.
then bleed brakes in right order. only pump pedal slowly or you will turn over the seal in the master cylinder.
then bleed the clutch at the slave cylinder on top of gearbox.
make sure you use an easy bleed bottle if your not power bleeding via the master cylinder.
after its all done, and your happy there is no air in the system you can still get a soft pedal. somtimes you need to cycle the ABS pump via VCDS (vagcom) to get a firm pedal back.