It started happening to my 2002 Jetta Wagon about 2 weeks ago, and got more and more frequent, daily. I decided to pull it apart and cleaned everything up and put her back together. I had two minor issues with the process and figured I tell you guys what to look out for when trying this procedure...
When I pulled the airbag off (Disconnect the Negative Cable, then you turn the wheel so 3 o clock is up, put a 7" long flathead screwdriver in the rear hole, and gently press it all the way in (about 2 - 3 inches), then lift the driver up while gently pulling the airbag assy forward, then rotate the wheel 180 and do the same thing...) I was a trying to remove the harness connector from the airbag. Not being to sure about if that plug comes out of the back, or comes apart, I left the airbag connected to the wheel, and only pulled the harness plug off. I left the airbag balanced in the wheel and removed the nut. Not sure if there is a way to get that harness connector off...
The next issue I ran into was after I had removed the stalk assy's, I wasted 30 minutes trying to figure out how to get the lid off of the blinker housing. After you've removed the 4 tiny torx screws, You need to insert a very thin flat head screwdriver up the rear of the housing, there are two spots you need to do this to. This will release a curved blade of plastic that holds the back in. While jamming the screwdriver up the rear you gently pry up on the lip of the lid with another screwdriver. I was able to do it without breaking it - but if you do this in the cold weather, I'm sure you'll be buying a new assy. If someone has better tips, please advise, I figure I'll be doing this again after another 125k.