It shouldn't slip in the wet if it is adjusted properly, but if you want the splash guard:
I think you're looking for:

1 - 191 825 250 Or - cover - v-belt - no model listing
2 - 191 825 250 A - cover - v-belt - listed for GL,GTI,16V & G60
3 - N 901 066 01 - Speed nut x2
4 - N 015 946 1 - hex head panel screw x2
5 - N 902 076 01 - washer x2
6 - 811 807 577 C - speed nut x1
7 - N 011 665 3 - washer x1
8 - N 043 885 1 - hex head panel screw x1
9 - N 015 946 1 - hex head panel screw x1
10 - N 902 076 01 - washer x1
11 - 811 807 577 C - speed nut x1
12 - N 011 665 3 - washer x1
13 - N 043 885 1 - hex head panel screw x1
- 171 863 090 A - clips x1
I think #1 is for small bumper models, and #2 is for big bumpers.
I've heard it costs about ?12 from VAG.