I'm not totally sure whether I'm understanding your proposed method.

The PIE CD changer adapter may or may not work. I don't know. The VW stock radio needs to think that a CD changer is installed before it will allow you to switch to the CD input. It finds out by sending a serial line command to the changer, and waiting for the changer to reply. I'm not sure if the PIE adaptor deals with this directly, or relies on the Panasonic CD changer as well. I'd bet on the second though which would mean that it won't work without the changer being attached. I know that some people on the vortex have actually used this method to get an Aux In, and if you already have the changer sitting there doing nothing then it has some merit.
Otherwise it's better to go with the blitzsafe adapter IMO, now available from www.rcainput.com for about half of what I paid ( )
As for leeching signals, if by 'the OEM harness' you mean the car's harness, then I'd recommend against it. VWs (and most cars today) use highly integrated looms and they are very pricey (~$2.5k IIRC). Better to solder/tap something that plugs into that loom rather than the loom itself.

Maybe we should get together for a beer soon.