would imagine the one from an a4 might fit. however it would have the audi badge etc so would look a bit out of place... cant think of any vw's that have flat bottom steering wheels.
as for the swap, if you find one thats a direct fit it would be the same process as changing any wheel, disconnect battery, turn wheel 90 degrees or what ever it is, screw driver up side to undo the little clip, then think its just a few bolts to move airbag then one through the middle of wheel.... but do a search on google, plenty of info out there on how to remove a mk4 golf steering wheel