I have one of the VW sunglasses holders but have not fitted it yet. What I have done is to pull out part of the headlining on the drivers side (not very far!), starting at the top of the A pillar. I felt what appear to be two metal plates with slotted holes apparently attached to the headlining. The holes were the same distance apart as the fixing holes for the sunglasses holder.
The side airbag is up there and is clearly visible. So if you choose to fit it there you should proceed with caution. There are a number of sunglasses holders on eBay, but only VW ones would be certain to have the correct hole pitch.