If you put a capacitor across live and ground to filter out the peaks and troughs of a PWM signal that will do it both ways along that circuit, electricity doesn't know which way you want it to flow.
It can be done with a diode as well to ensure the filtering only takes place one side and there is reasonable isolation, I wouldn't fit one without having it open to see how it's been done. Frankly I wouldn't fit one at all I'd fit a canbus adaptor as Dav-Tec mentioned. I appreciate not everyone wants to spend that amount so a relay switching a clean feed as Deaky suggests is a cheaper way of doing something with good isolation. I'd not risk the chance of interfering with the expensive to fix VW electronics further than that myself, but then I may be more sensitive to that given the horrors I've seen customers do to the electronics in the day job...
This isn't a case like the old issues where you could get alternator noise on supposedly clean stable 12v lines where if you did filter it it didn't matter as it was meant to be clean by design - the "noise" here is deliberate part of the vans electronics design.