I have a 98 mk4 golf and had the same problem,I adjusted mine by adjusted the nut at the gearbox end that sits just above the two linkage cables.think it's a ten mm nut and you can slide it forward or backwards,mine only needed about 1mm moving forward,took some sloppiness out,but not all of it.you just have to try to move it abit at a time as it throws out your gear selection at the same time.i had to remove the battery only to get at the nut,hope this helps abit
Paul