I think all the VW ones were graded in BAR (BAR is basically KP/CM2). I imagine the Golf (if it had one, it only came on the GTD), was similar to the Cabriolet one, graded at 1-5 bar.
That's a cool gauge, I actually have one on ebay right now. You will need the oil pressure sender (rated at 1-10 bar) in order to use that gauge. It's located on the back of the head, between the engine and the firewall. It's a really pain to get out. Be sure to cut the wires before you try to remove the sender.