What year? There's another thread here about a '98 Jetta...
Beware of that VW isn't fully standard in the pinout of the ISO connector. My install in Polo '00/'01 is documented at http://www.tempsch.org, including how the ISO connector was wired in that car. As to depth, AFAIK VW are pretty good at making it full depth - I put a screw into the M4 hole at the back of the sled, put a rubber plug onto that and it fit perfectly with the hole at the back of the DIN slot... As long as you can move some of the wiring to the sides or up/down it shouldn't be a problem.

/Michael