The 1.8 T on the mark iv golf, new beetle and Jetta; historically has been a challenge to burp the system and remove the air out of the block in particular. Some design aspects Volkswagen implemented on these cars; seems to have aggravated this problem, the thermostat has no hole or wiggle valve, to equalize the coolant level in the block/water jacket and also there is no bleeder valve anywhere on the system, like on other models like the Passat. many have said another issue on many of all modern vehicles is the fact that the engine tends to be higher than the radiatir and so this is another factor in air pockets not naturally burping as easily as they used to on older cars.
Volkswagen is aware of this problem and this is confirmed by the fact that the factory vw service manual actually recommends the use of a vacuum based coolant filler tool. When I first started working on modern volkswagens ; I ran into this problem and so I invested in the UVIew brand Airlift vacuum tool and it has worked very well but does require the use of compressed air.
There are a number of YouTube videos that discuss burping vw engines and helpful tips on certain things to look for that can help make this easier if you do not have a vacuum filler tool.