They are all interchangeable. Gas, diesel, Mexican, Brazilian, German, Golf, Jetta, Beetle... yada-yada-yada. Even when you look up the part numbers, they often will distill back down to only one because only one supplier is used for replacements. They also show some different numbers for some models related to what size wheels they use (like GTI/GLI stuff) and for those cars using "all season" tires, etc. And to be honest, I have no idea what specific differences would be there. I just know that you can take any steering gear from any A4 platform car (save maybe the TT, not sure on those as I think they may have a quicker ratio) and install it in any other A4 platform car and it will work fine.
Now there are some differences in power steering lines and pumps that have to do with what transmission and engine are used as well as the angle of the fittings on the pump, and some high pressure lines have a little curly-cue right before the fitting at the rack, and of course the Beetle's reservoir is in a completely different location.