Beware of also that newer cars have different immo systems that have a few changes made, namely the immo chip is now one car use only, coded with a brand eg. VW, Audi etc, also it is encoded with your VIN number from germany so its basically sent to the dealer with half coded state, they then as Rob rightly says connect to germany & the SKC is transferred from your cluster to the key via VAS5052 without any dealer viewing of the actual code these days, so you have no chance in hell of dealer giving you the skc purely cause they dont see it at all.
8L was ok so isnt as above, but B7, 8P newer can cars I have noticed with higher immo versions work like this, so buying an ebay key might not help you tbh, my B6 S4 worked on 2 ebay keys which dealer coded but think that was where the systems changed, so you have been warned, I personally would always use the dealer for immo because anyone could clone your key while doing one for you if they have the correct kit, its a risk I wouldnt be prepared to take.
If you refuse to pay £200 for security of your car then there's something wrong with you mate, for me peace of mind knowing its been done without any viewing of skc & possibility of cloning/key blade copied is worth more to me than saving a buck.
There is however someone on AS who does the key coding etc on 8L, cant remember who was, might have been A3MAD, do a search, your choice of course but for once I'd use my dealer for this work.
Right back to my new turbo fitting.