I had the same truble you did, needed SSR nuts on a Mk3.
Try NiceProducts , youd be after a M12x1.5 pitch but the non-genuine brands didnt fit on my wheels - even Niceproducts didnt fit (theyre stocked around, google the name and ull find stockists near ur postcode).
I imported over SSR Wheel Nuts (cost about 120 all up) that was the only thing that fit without a single hassle guaranteed. I recommend you get in contact with Shakotan Garage importers to do it over the net with you, theyre good.