Option2: Bastardise the Empeg harness.

Ok, I'm not going to recommend this, even though it works very nicely for the following reasons:
1. Invalidation of sled warranty.
2. It's more complicated than option 1.
3. If you change cars you will have undo your work.
4. It wont be my fault if you screw up

Firstly, Read option 1, as it'll help you to understand some of these instructions better...
Draw a diagram outlining the Empeg loom before you start, describe the changes made and the end result. Put it somewhere safe (like with you Empeg's receipt and book). This will help you if you change cars and have to reverse the mods at a later date. Don't assume that this forum will be here forever to help you out. Yeah, I know it probably will, but I'm CMA.

Ok, we're going to plug the Empeg harness directly into the VW wiring loom, and attach the empeg-supplied pigtail to the loom to connect to the stock HU. Do not plug the harness into the VW loom without these mods as Bad Things(tm) may happen. (Or may not....but I wasn't about to experiment!)

First step. Find and unbend a paperclip. You need to swap the yellow (constant 12V) and orange wires (ignition) in *both* connectors. This is because VW have them reversed in the main loom. (In option 1, the aftermarket connectors would have been colored and labelled correctly so this step gets worked out when the wires got matched up).

The second thing to do is to fix that blue wire issue. Layout the loom so that the sled->connector wires are horizontal, and the tuner connector bundle is vertical.

You will note that there is one blue wire running from sled to connector, and one from main connector to tuner connector. ie, 2 wires coming from the main connector, and then one separates and goes north (or south) to the tuner connector. Cut both at the point where they separate - which is about 2 inches out from the main connector. *Carefully* snip one of the blue wire stubs from the connector. You still need one.
Now solder the sleds blue wire to the tuner connectors blue wire (don't forget the heatshrink). This will enable the Empeg to power the tuner module (should we ever be able to get them!).
The remaining blue stub gets soldered to the blue wire on the supplied pigtail where it passes ECM->HU information completely unneeded by the Empeg, but required for the stock HU to work.

Step 3.
I mentioned earlier that the VW loom doesn't have a telephone mute wire. We're going to use this to our advantage. The stock HU needs another signal that isn't connected in the Empeg harness and supplied pigtail connector. As supplied both connectors are 2 wires over 4 wires. Using your trusty paper clip, remove the green wire from *both* connectors, and re-insert it next to the blue wire so the connectors are now 3 wires directly over 3. Be careful removing the green wire, as it is thin and breaks from the connector pin easily (although it can be resoldered - trust me). On the harness, cut the green wire at about the same distance out from the main connector as we cut the blue wires, and solder it to the pigtail connectors green wire. Tape the end of the remaining green wire hanging off the sled - we have no further use for it.

Ok, that's the complicated stuff done. All that remains now is relatively simple.
Cut the remaining wires (yellow, orange, black and white) and splice them back together along with the pigtail wires. If you make the cuts at the same distance from the main connector as the previous cuts, the loom will end up being neater. Remember to add in the Blitzsafe ground wire to the black splice, and don't forget the heatshrink!

Finally, hairdry the heatshrink. and then wrap the various legs of the loom with electrical tape to make installation easier and neater. Oh, and don't forget to store that diagram safely.