My local VW dealer would not sell just the lug bolt key. Something about the key comes with the security lug bolts as a set. My guess, is that they broke apart too many sets for other customers, looking for a matching key, or ordered what they thought was a matching key, only to end up with a number of keys that sat on their shelf.
They did offer, for $8 a lug bolt, to run the car through the shop, and have the security lug bolts removed and replaced with standard lug bolts, which I agreed to, since my plan was to replace the security bolts with standard. I agree with others, the security bolts are a waste, no one wants VW rims, just like no one wants a VW radio (that requires the security code).