When speaking about winter tires you need to take into account what size you chose. In this tread noone has mentioned rim size or tyrewith.
If you as most in Denmark do use 17 to 19" 205 and wider for summeruse and your wintertyres are 15 to 16" 205 and below, you will lose a lot of the steering feel and sharpness of the car.
IMO i have had the original 17" with 225/45-17" Goodyear wintertyres on for the first 2 winters in the GTI and they have been great. Now i plan on going 225/40-18" this winter, ( I have looked at the Vredestein wintertyres as the are the only ones i could find rated to 300km/h)
My reasoning for this is: In Denmark we normally have very few days where there is several inches of snow on the road (and therefore a need form narrow tyres), when it snows, the roads are cleared within 6 hours and only ice are left, but 6 month of the year we have damp roads and therefore a need for the softer rubber and general construction of a wintertyre.
By keeping the OEM fitment of the car for the winterperiod i get the steering response and general feel of the car, but better grip when it occationally snows.
As soon as the sun can't dry up the road in the morning it's time to find the winter tyres and fit them