OH YEAH!
Splines are different IIRC, rubjohny is a ledgend when it comes to this stuff.
I THINK you need to swap the CV joints over and that's that. Think it's just the outers, although you may have to use the GTI shafts and the inner TDI CV's. Wait for John to confirm, not too much of a big deal tho.
Also, brake lines could well be different, again no big deal.
What size are your current brakes, the smaller 239mm ones or the 256 ones?