A common misconception is that these relay thefts simply grab the signal and repeat it, that's not true, they also extend the signal, so you could put your key 100 yards away from your house but it would make no difference, the system will throw the signal from the box to the repeater from a long long way away.
As default on all my 'keyless' cars I use both a
Disklok (plus the
Steering wheel protector) and a
pouch.
Luckily having keyless/KESSY is no longer that much of a security risk on the Golf 7.5, because it can be disabled. Lock the car with the fob, then within 5 seconds press the keyless button/sensor on the door handle. That switches off the keyless-entry system until the next time you unlock the car with the fob. Perfect for when leaving a 7.5 overnight or if in a particularly vulnerable place.
It's all about getting into routine and your security procedures become second nature. It's a bit of a faff at first, but once you have a routine with the Disklok it'll feel normal.