It could be from the EGR cooler but the most common cause is the oil cooler. The same unit is used across many VW http://www.myturbodiesel.com/1000q/a3b4/oil-cooler-seal-repair-vw.htm . Here is one shown on a mk3, your mk4 is similar. If you do a step by step pictorial with clear pictures of each step and piece and bolt sizes and any notes, it will qualify for the writeup contest since there's no writeup for the mk4 enignes. The prize is a $50 e-gift certificate sponsored by kermatdi.com .
In fact, when I replaced mine to fix a tiny tiny seep, they sent me one with a big leak, wasting all the fresh oil and coolant. So I recommend pressure testing it before installation.
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