As above, my knocking was also cured by fitting a Gen 3 rack.
Gen 3 = MK6 and is what VW and most garages will fit if you take it in for that job. The Gen1/2 MK5 rack is so notoriously bad, a lot of refurbishers say "keep it" and add a £50 surcharge instead of returning your old one. They just don't want them
Another area that is often overlooked for steering play and noises is the steering column, which has 2 universal joints that can wear out. A slight bit of wear in those translates into a lot of slop and noise at the steering wheel, due to the leverage. If the steering is dead/vague and feels like it has a cm of nothingness, in spite of replacing absolutely EVERYTHING under there, chances are your column UJs are shot.
It never ends