Ok so I just installed a multifunction steering wheel in my car and for all intents and purposes it can be considered a 2003 Jetta with a Pioneer X940BT.  I used the PAC SWI-CP5 module here:

http://www.pac-audio.com/productDetails.aspx?ProductId=1200&CategoryID=29

 

Installation and programming was pretty easy, I got the volume+/- and seek +/- working.  Everything works BUT, about 20-40% of the time pressing a button will do absolutely nothing on the radio.  It seems like the PAC module is getting hung up or something.

 

For VWs there is a tool called VCDS that allows you to do all sorts of diagnostic testing.  With VCDS I am able to see that each button is recognized every single time it is pressed on the wheel.  I know the CAN communication must be working correctly because the PAC module uses the CAN network to turn itself on.

 

This thing is a brand new product so it may just have some issues that have not been sorted out yet.  Before I go and buy the axxess interface and redo all the wiring, I figured it might be worth seeing if anyone else had a similar experience.