If the system is pressurising all the time and you're sure the system is bled, then its either a faulty cap or headgasket problem.
What you need is a pressure tester like i've got, not cheap though, about 90 quid, but it will bleed the system in seconds.
I assume the top point of the system on the mk4 is the header tank, so i assume you have run the car fast idle with the cap off for a good 5 minutes.
How are you sure the headgasket is ok?