This story sounds familiar. Just got mine fixed at the dealership (hopefully). Here's how it went down. Hope this helps.
I had the same stalling problem happen to me the first time about a month ago. Started car, it wanted to stall, stayed around 500 rpm. When I tried to put the DSG in reverse, it wouldn't link up. I shut it off, turned it back on, and it ran great for two weeks.
Then, completely unrelatedly, my AC quit working about two weeks ago. Brought it in, and the dealer found an AC hose had been cut by an adjacent hose's clamp whose screw vibrated against the AC hose over time. It's very similar to what's discussed in this thread:
http://www.golfmk6.com/forums/showthread.php?p=648220
The dealer replaced the hose, moved the hose clamp, and charged the AC system under warranty. I arrived to pick it up a few days later.
When I got there, a service manager brought the car around. I got in, started it up, and the stalling action happened again. This time it was even worse, complete with rough idle and eventually the engine dying. I couldn't believe my luck that this other problem re-emerged right in front of a dealer. The service manager tried to start it again, and it did the same thing, complete with CEL lights flashing. The dealer immediately ran a diagnostic on it and got no codes. They turned it off, turned it back on, and it ran fine again.
So the car went back into the shop, and they tested the fuel system with pressure gauges. What they found was that when the car was turned off, the pressure in the fuel system downstream of the pump would drop over time. They also saw some high amp readings going to the fuel pump during operation. They weren't sure if it was the fuel pump or the fuel pump control module, so they replaced both under warranty.
I don't know what the problem was exactly, but if pressure was leaking back across the pump, it may have been a bad check valve. To me, having fuel leak back across the pump would make sense in explaining an issue that only arises during startup. I'm guessing that it just causes the engine to starve for gas while the fuel line is filling up during startup. I've had it back for a few days now with no problems. If I have any more issues, I'll post about it.