I have seen some VWs that had EGR valves but were only designed for the CA
state emissions.  I rarely see these VWs with EGRs but I do from time to
time.  ;-)
Only the OP can find out if this engine might have one.  I doubt it has one,
but it is good to check anyway.

It also indicates over-advanced ign timing and/or an engine that is too hot.
Could the engine be clogged with deposits on the intake valves?  Maybe a
good long run with some Sea-Foam in the gas tank or other cleaning agent.

Doesn't NOx come from an exhaust that is just too hot, along with other
factors?
Maybe if the cleaning of the intake valves and pistons don't work then maybe
reducing the engine temperature.  I think the OP said that the engine was
running warmer than normal.
Hmmm maybe water injection.  <g>

http://autos.yahoo.com/maintain/repairqa/exhaust_muffler/ques078_0.html
Oxides Of Nitrogen (nox)
Nitrogen makes up about 78% of the air we breathe. Though normally inert and
not directly involved in the combustion process, combustion temperatures
above 2500 degrees F cause nitrogen and oxygen to combine and form various
compounds called "oxides of nitrogen," which is abbreviated NOX. This mostly
occurs when the engine is under load and the throttle is open wide.

On 1981 and later engines with computerized engine controls, a special
"three-way" catalytic converter is used to reduce NOX in the exhaust. The
first chamber of the converter contains a special "reduction" catalyst that
breaks NOX down into oxygen and nitrogen. The second chamber contains the
"oxidation" catalyst that reburns CO and HC.

I'm still learning this stuff!