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Fitting them is eeeeeeasy!
A friend has posted a how-to (for UK RHD cars) on another forum and I know him personally and have total faith in him:
Half hour with cutting knife then hot glue gun.
Cut the plastic sealing tabs off.
Lift out the lenses.
Cut the inner tabs down.
Swap the lenses over (you might have to dremell the alignment holes).
Seal where the plastic sealing tabs were with the hot glue gun.
Reassemble.
No VAG or tricky electrics needed!
Mine should be with me by ParcelForce this week from VW Speed, Norwich
http://www.vwspeed.co.uk/volkswagen/vw-parts/Mk5_Golf_Genuine_LED_Rear_Lights-2220-241.html £249 including VAT and UK mainland shipping. I'll post pics in due course.
Apart from appearance (some say bling but I think these are like the Passat lights and I've seen a few fitted on the GTI and they look fine IMO, LED's respond quicker and visibility is much sharper and therefore safer. The standard rears on the Mk5 Golf are not good in this respect (turn indicator with brake lights is poorly separated).
If you want to see what they look like on various GTI colours, check out this US thread (which does include some bling!):
http://www.golfmkv.com/forums/showthread.php?t=24549 