I came across the mention of the VW T40057 tool, that can be attached to the oil filter housing, and lets you drain the oil without creating a mess.
However, it's not very clear whether or not this drains the whole 5 or 6 litres of oil from the oil pan, or whether it simply drains the oil only from the oil filter (e.g. just some 1 litre or so?), and you still need to drain the rest of the oil from the oil pan by unscrewing and replacing the oil drain plug (which is separate from the oil filter assembly).
http://www.mkv-gti.net/wiki/index.php?title=Changing_oil -- mentions that you could use the tool.
YouTube: Thomas EXOVCDS: VW & Audi: T40057 Oil Filter Housing Draining Tool -- a video of using the tool, not clear whether the whole oil is drained, or not.