i have a 2014 vw jetta sportwagen tdi. just got the same headlights you mentioned. the pins on the headlight plug are not the same between my OEM and the Helix. i got the error code and i have the vcds. yesterday i spent over 5 hours trying to code the headlights. nothing worked. the codes that were not throwing the error codes on dash were making the taillights light up the wrong way. i found only 2 codes that didn't throw error codes but one was making my footwell lights not work at all and the other was making my position taillights way too dim. so i was not able to code them.
do not put LED into projector housing, you can put LED into reflector housing. google the issue, its a bad idea.
also i tried H7 HID in these headlights, its a pain to install. better get the D2S or D2H hid for them. also LED do not fit in the high beam either. the high beam bulb is off center to the hole of the housing so the LED will not fit into the high beam. you are stuck with halogen bulb for high beam. even though these headlights are advertised as NOT coming with bulbs, they actually do have halogen H7 for high beam and sequential turn signals. the turn signals are very cool looking when they light up. oh and i do have the euro light switch. the OBDEleven is not as good as the VCDS cable, you have lots more options with the cable. if you want some serious light coming out of these headlights then go with D2S - Philips HID White Vision 5000K 85122WHV2C1 Bulb, expensive but very very very good. so my opinion stay away from the Helix lights, they look bad ass, but too many problems. unless you can have someone professionally code them for you with perhaps a combination of had wiring as well. coding alone doesn't solve the error issue trust me.
by the way if you want to do something the right way save your money first, then do it. you get what you pay for. take a look at the videos available comparing HID kits from different sources, not all of them are created equal. the cheap HID are cheap for a reason. the expensive HID bulbs will always outperform and give you more light than the cheaper alternatives.