you can get one of these at the dealer. It's like $89.
You may want to double check that your year can be replaced. Mine was burning out while under warranty (like five lights were out) and I was told that the spoiler needed to be cut to replace it. Had to go to a body shop, which is apparently this is the case with some GTI's, so I decided to live with it (even though it sounded absurd to cut a spoiler out to replace a light).
Eventually all the lights went on the bar and the error light was coming up on the dash. I did a bit of searching and it turns out my 2011 year is able to be replaced without cutting the spoiler.