For OP: you will need the MSFW with DSG paddles, if your car is with DSG.
If you already have volume controls on your wheel, you won't need to change steering wheel column.
Next up, depending on the version of your cruise control stick you will need to swap two wires in it, or purchase a new one with the code ending in G. (1K0953513G).
I did the retrofit last month for my car, two-three hours of work with a buddy of mine.
Cheers,
Adrian