XXXXXXXX,
The reason your bulb failure light is coming on is because the computer measures if the bulb is working by checking voltage drop and since you're using an led it doesn't draw enough to let the computer know the bulb is working.
It may be possible for somebody who is really familiar with the coding of the convenience module to go in and start modifying bits and bytes in the coding to get the car to disable the computer from performing it's light check but it would probalby cost a couple hundred dollars for somebody to spend the time needed to figure it out.
Danny
VW Mechanic
ASE Master Certified with L1 Certification, Volkswagen Certified, VW and Audi repair shop owner