M12x1.5
The bolt seating depends on the wheels, if they are std VW then they are likly to be ball/cone, if aftermarket they'll most likely be tapered.
Unless you know for sure, remove one of the bolts and stuff a load of bluetak into the bolt hole, pull it out and check the shape

And here are the part numbers of the correct McGard locking wheel nuts, pretty much the best on the market:
28028SU - cone/ball
27179SU - tapered
Edit: Roughly 26mm long for alloys, with a 17mm hex head