A possible cause would be the oil cooler has for some reason failed ? Happened a lot on Vauxhall diesels and I've changed a few of them (on Vauxhalls) but not on the VW's.

The cooler is integral to the oil filter housing and has a water jacket running around the oil filled core so if it's failed internally oil can leak into the coolant, and vice versa.

Another rarer cause could be a failing head gasket ? I say rarer as in my 8 or so years in VW garages, I've only done about 3 h/gaskets on any VW so that possibility would be rare IMHO.

If the oil contamination is really bad, the biggest headache will be to clean the cooling system of all the oil residue as it will collect virtually everywhere. It'll need to be flushed thoroughly and I'd suggest that the thermostat be replaced to be on the safe side. Also, if there's any possibility of coolant in the oil, get that changed too even though it's only just been changed.

Good luck with it, and keep us updated on progress.