Removal of the mk6 side marker is slightly different than earlier models. The side marker no longer has a spring clip that can be removed by pressing it in. You must now pull it out from behind the bumper. Check and comply with your local laws regarding the lens and bulb color before doing this.
Many thanks to sfpegasus for documenting this! Here are his archived notes and pictures. The final result:
T25 torx screwdriver
The side markers must be removed from inside the front wheel well liner. Do not attempt to remove your side markers using the MkV method of pressing on the forward edge. It will not work and will probably only serve to detach the housing from inside the bumper cover. Trust me. I spent several hours gluing a housing back in place.
It is not necessary to remove the wheel or jack up the car. Simply turn your wheels all the way to the right if you're working on the left side of the car, or to the left if you're working on the right side of the car.
Remove the three screws on the outside edge of the wheel well liner.
Prop open the wheel well liner so you can get your hand inside. I used a roll of tape.
The side marker has a clip on the rear edge shown on the right hand side of the picture. Push it towards the front of the car and the marker will release from the housing.
The electrical connection pulls straight off. Now's a good time to change your bulb if you want amber lighting.
Reinstall the electrical connector on the new side marker. There are some alignment marks on the rubber boot that need to be lined up with the alignment marks on the plastic housing.
Reinstall the new side marker by inserting the forward tab in the housing and snapping the rear firmly into the housing. I suggest you hold the housing from inside the fender as you do this. It doesn't appear these things are too firmly attached to the bumper cover.
Reinstall the three torx screws in the wheel well liner.
Believe it or not, I'm using an amber bulb here. Gotta love cell phone pics.
Here are a few more pictures from a mk5 Jetta showing the inside of the bumper and how the clips sit.
If you have more questions this procedure, here the forum post where it was originally posted: http://www.myturbodiesel.com/forum/f19/diy-clear-smoked-side-markers-mkvi-golf-jsw-tdi-7582/ you can also search the site below: