Yep just the shell, you'll need to find someone to spray it. It also needs the fixing kit which is various screws, bolts etc and VW will charge you about £15 for that.
Regards the grilles, they are separate. I've put the part numbers and current prices believe in case you need it.
1K0853677B9B9 - £43 - front bottom grille
1K0853666P9B9 - £29 - right or left grille (where fog light sits)
Cheers,
Matt