You are not alone. I am having the exact same problem. Also, my power window buttons and my power mirror control switch are pealing. The power window and mirror switch are cheap enough and easy enough to replace. I used a website that sells new VW parts at wholesale price. Very reasonable. As far as the radio goes, I am waiting until I have a little extra money so I can replace the entire unit with a nav system. I don't like aftermarket radios, but some of these nav units look like OEM so that is what I will go with.
I don't know of any way to replace radio buttons individually. If someone knows of a way, I would like to hear about it.