GTI and 16V shafts on Golf3 definitely have some sort of sealant/locking compound on them.
A 3-arm puller will push them out pretty easily, or you may find they've been done before and whoever did them previously didn't use the sealant.
I have to say I'd be quite windy about using sealant on them as well as properly tightening up the hub nuts. Aside from anything, it makes the job a pain in the a$$ the next time you come to do it. Plus I've never seen this sealant in a CV boot replacement kit - if it was that important it'd be in the kit.
The outers on my Passat are even tougher to release - you wind the bolt that secures the CV into the CV and it goes tight, so you keep on winding until it goes BANG and the CV comes off
