I had the same issue with one of rear wheels when I was swapping to my winter setup - the VW jack doesn't seem that sturdy, so I ended up buying a trolley jack which was much more stable. I was worried when hitting the wheel/wiggling it to free it that the car would fall off the jack.
So, I would recommend a trolley jack if you don't already have one, and the suggestion of putting copper grease on the hub will stop the problem reoccurring.