Volume buttons and mute should work without coding, the buttons on the right will depend on the setup you have, the ok and up and down-buttons will as default scroll through the computer display in the clocks, and if you have highline the menu button should looks like a drop down list should work. The only coding that was required with mine is to enable short press buttons in the radio module but as I havent done this yet Im not 100% about what difference this makes, I believe it will allow the skipping of tracks, I can confirm tonight or tomorrow as I will be re-coding.
And totally agree, not sure how VW didnt include highline and buttons on all the GTI's especially when the R32 wasnt out it was the top of the range model and didnt come with these frankly basic items! I had the buttons as standard on my 2002 focus zetec for gods sake!