Thanks to all who replied.
*RICK - I removed the protective cover. I have to, or (from underneath) you cannot gain access to the oil filter. Perhaps your vehicle is different than my 98 TDI ?
Next change, I will try to unscrew the filter slightly and let some of the oil dribble out. This should help. I did not realize how many turns it took to take the filter off, so I tried to do it quickly (big mistake). BTW, Walmart sells "Simple Green" cleaner to remove deseil oil off your face if you use my filter removal method.
As some know, the filter location is in a good spot to collect spilled oil on frame members and areas under the car. I cleaned up with several rags, but you cant get all of it and I found a few drops over the next couple of days - nasty spots to clean off my concrete.
The "punch a hole in the filter" method sounds good too. May give that a try sometime.
Again, thanks to the group.