This has always been a problem with Golfs, especially 3 dr models. I had it on my Mark 2 16V and my Mk4 1.8T, both 3 door models.
The problem with such well engineered cars is that some parts are quite heavy, and the long doors on 3 dr models are even heavier. They can 'drop' as the hinges are being asked to do quite a lot, even on 5 dr models with shorter front doors!
I had the hinges adjusted on my MK4 3 times, and the final attempt worked. I've not had this problem yet on my MK5, neither did I experience it on my 5dr V64Motion.
Take it in to your garage and try and get the hinges adjusted as a first port of call.