Anything can be done with enough time and money - some muppet even converted a Limited to RHD (it was on Fleabay a while back).
You'd need to source a Golf Syncro steering rack - not a problem, they're always being broken.
The biggest issue with converting a Rallye to RHD is the exhaust manifold and downpipe and the steering column - the steering column is where the downpipe is. It's difficult to get around this as there is a front to back driveshaft where you might like to run the exhaust.
We've dealt with this on my car by cutting out a section of the footwell and welding in a new section to make a footrest. This uses a Rallye manifold and modified downpipe. On DannyP's ABFed Syncro by fabricating a tubular manifold, which goes down either side of the prop. THis meant we had to get power steering pipes made up.

How hard can it be, eh?
I've had LHD vehicles and I'd rather have RHD, but it's extremely unlikely I'd go to the effort of converting a car.