I had this after doing mine and thought I'd have to undo the entire process, but in the end it was just more effort on the steering calibration that fixed it... so nice when the lights on the dash go out.
I'm assuming this is a Mk5 wheel in a Mk5 (if it's a Mk6 wheel you'll need the updated steering control module and possibly slip ring) and you've driven down the road some so... what did it for me was full lock to lock 3 or 4 times, then I went for a drive around the block (maybe 500 yards) then full lock to lock 3 or 4 ties again and then boom, lights out and power steering back!
Good luck!