Are you sure it has an oil cooler? If so it will be an aluminium thingy which the oil filter screws against, with small coolant hoses too. Same as the Gti.
With the engine cold, start her up, run for a minute and shut off. Hoses rock hard? Head Gasket dying. But do check that no one has left the cap loose or "modified" it so that this tell tale is masked.
Hoses feel normal? Then you might be in luck. 90% chance ots oil cooler, 10% its a cracked head or gasket problem. This was where I was with a £500 GTD, New oil cooler is not too fiddley a job, you might as well change oil & filter while at it. There is a 27mm nut that holds it on (same size as injector socket), get some long nose mole grips to deal with the b****y hose clamps etc. You need to get rid of the oil though, so keep changing the coolant with STRONG solution of washing machine powder, (NO caustic soda, or washing soda or the alloy engine parts will dissolve like sugar!) I did it every day for a week after driving from work.
Best on a hot day so as to get a good dose through the radiator, or muff the radiator, and watch the temp guage!
Oil cooler £30 parts.
Hmm, after reading that, I can see that my english teacher might have had a point.
:roll: