We can do that, the long coding. But sometimes it depend of the car. In this case, VW Golf MK6, I think it is possible.
But first, I think, you need to to ECU 19, and activate the Xenon lights, and then go to 09 - Confort ECU (I think), and you should be able to activate.
NOTE: If it is not a Bi-xenon + led headlight with CAN communication, it will always give an error in the dashboard