Big Clive has some interesting observations on large LEDs - verified on my own bench with a variable power supply:
https://www.youtube.com/watch?v=_wR_mFWeI6Y" onclick="window.open(this.href);return false;
Unfortunately I'm finding similar problems with smaller LED packages which is why I tend to wire them up myself using known good components. I think if it were me I'd see what voltage is available at the original light then using a simple LED calculator (
http://led.linear1.org/1led.wiz" onclick="window.open(this.href);return false; ), fit a suitable resistor. All maplins LEDs have the spec needed to calculate the resistor altghough probably better to use a low brightness LED or increase the resistor value so it doesn't actually blind you. Simple enough once you've done a few and better than the cheap Chinese stuff. Replaced all my dash lights using this approach - at a fraction of the cost.
I've not taken the fog light switch apart as mine works, but I suspect you'll find a resistor inside it. That could have blown causing an open circuit I suppose. You can ofcourse fit the same to the headlight switch if you make a small hole for it although better to utilise an unused LED slot in the centre of the dash - say a yellow one to show your lights are left on. Once you get into it, you can light up all the bits that VW missed. Armed with a stack of LEDs and resistors you can spend a happy evening rethinking the display including micro LEDs for fuel and temp gauge.