...is there an easy way to check sensor, or is it a case of replacing and how much are they roughly....
Visual inspection would be a good start. It's the white-bodied 1.8 bar one on top of the oil filter/cooler housing which works the light/buzzer combo. Slide the rubber boot back up the yellow wire, noting any damage to the cable and the tightness or looseness of the loom connector onto the pressure switch spade. Is there any oil coming out of the pressure switch? Is the spade terminal of the switch wobbly?
If the cable is bust, mend it. If the connection is loose or corroded, improve it. If the switch is leaking oil, or has a wobbly spade terminal, replace it. Genuine recommended.
New 1.8 bar switch from VW is around £15 inc., part number 056 919 081