I feel your pain mate!!!
I had my Type R stolen a couple of months ago (only had it 3 1/2 weeks)
Same situation, front door wide open at 5am when I got woke up by the cat jumping on the bed.
Ended up getting the car back after a month or so but doesnt feel the same + it was worth 2k less than I paid for it in Feb
On the plus side, I am picking up a 5 door CW GTi on Saturday as a replacement, think GAP insurance will be purchased this time.
On a side note does anyone know if GAP insurance covers you for depreciation if u get the car back???