i think they are cheap because they are probably "made in china" crap. "Pay cheap, pay twice" springs to mind. For something like a xenon bulb, only a decent brand replacement will do.
On my mk4, i needed replacement xenon bulbs (cant remember if the bulbs are the same as the mk5) and managed to pick up genuine philips xenon bulbs for around £40 each brand new on german ebay. Perhaps woth a try?
Hope this helps.
Rich