Mark
Sadly, like many you are making an error in assuming that these items are Recalls, they aren't, they are what VW generally call Campaigns. As they are not Recalls VW are not duty bound to inform the vehicle owner of the update/fix availability. In this case I think your dealership are correct, and if you haven't had the car in the workshop at a VW dealer the update/fix will not have been applied.
Recalls are notified to VOSA and can be checked here -
http://www.dft.gov.uk/vosa/apps/recalls/searches/search.aspA summary of the ones which may affect the MK5 Golf are -
12/02/2007 R/2007/030 VW GOLF, GOLF PLUS DIESEL heating element may overheat WVWZZZ1KZ7W087591 WVWZZZ1KZ7W159870 06/11/2006 12/01/2007
12/02/2007 R/2007/030 VW GOLF, GOLF PLUS DIESEL heating element may overheat WVWZZZ1KZ7W534410 WVWZZZ1KZ7W582714 06/11/2006 12/01/2007
29/01/2008 R/2008/009 VW Jetta and Golf Estate with diesel engine fire may occur 08/01/2007 09/01/2008
14/12/2009 R/2009/110 VW Jetta, Golf, EOS, Passat, Scirocco, Touran & Caddy (with direct shift 6 speed gearbox) clutch may operate inadvertently with unexpected loss of drive 01/09/2008 31/08/2009