It's a piece of cake getting a switched live in place, so I thought I would post a quick rough
guide for anyone else in this situation. I hope it helps someone. A lack of pictures, sorry, but it is really straight forward.
Remove the lower drivers side dash
Remove the lower part of the dash by removing the fuse box cover underneath the steering wheel. This simply pulls off - there's even a handle type affair.
You now need to remove the lower dash trim. This is just held in place by 4 torx screws. You'll see them if you look from underneath. Two are in the little cubby hole where the fuse box cover pulls out. Removing this makes the other two obvious, but they're right on the bottom in the pedal area.
Remove the fuse box
Remove the two torx screws either side of the fuse box, and then pull the fuse box up and out. You'll want to now unclip the rear fuse box cover. Fortunately, mine was already broken and was just taped on... so it basically dropped off!
Locate an ignition switched live
I used a multimeter to test what is switched on when I turned the key. The wires going to the fuse for the heated rear windscreen is a switched live. This is the thick yellow+black and blue wire on the far left of the fuse box. I chose to tap in to this on the blue wire, as that is after the 20A fuse. Again, this is the first fuse on the top left.
A 20A fuse I think is a bit high for this wire. It probably wants to really be more like 10A for the head unit? It's a very good idea to also put a lower rated inline fuse on your new switched live wire. I'm incredibly naughty and incredibly stupid, and haven't done this yet! Skip the lower rated inline fuse at your own risk!!!
EDIT - Thinking about it now, probably better to take it from the yellow/black wire before the 20A fuse. I'm not sure where the head unit gets most of it's power for the amplifier. Permanent or switched live? If from switched, then the fuse may pop if playing loud and with the heated rear screen on at the same time lol If from permanent then it's probably not much of a
problem. Taking from yellow/black you absolutely must have an inline fuse in place though!!
I removed the 20A fuse, so the blue wire has no chance of being live even if I turned the ignition on by accident somehow, and used a stanley blade to remove a tiny bit of the wires insulation, and then soldered my new piece of wire to it. Tape this up afterwards so that it doesn't come in to contact with anything else.
You can run this wire up through the left of the under dash area and up behind the head unit very easily. I zip tied the wire in various places to stop it rattling about - see later pictures.
Modify the cars wiring loom ISO connector
Snip the looped red wire on the car side of the ISO connector. Be careful, as this is a permanent live. I was naughty, and didn't disconnect the battery for any of this

I just snipped it with a pair of scissors.
You'll want to then solder the other end of your new piece of wire to the thin red wire coming from the connector -
the one that is not still connected to the thicker red permanent live wire - so that this pin is now an ignition switched live. I have circled the wire that you should be soldering to in GREEN in the picture below.
If you try and solder to the wrong red wire here and the battery is still connected, I think it will likely give you some scary sparks - if you managed to make that happen you should probably get someone else to do this mod.
Tape up the end of the remaining loose thin red wire, as this is still joined to the thick red permanent live wire and so is still live itself. I have circled this wire in RED in the picture below.
Modify the head units ISO connector - red / yellow wire reversal
You will need to also do the usual VW yellow / red wire reversal on the head unit connector. This head unit had spade like connectors on the head unit side of the ISO connector, so it was easy to switch these round for me.
Zip tie in place and reassemble
You're basically done. I tested it at this point, and it works great. The head unit now switched on and off at the turn of the key, and keeps its memory. Zip tie your wire up if you wish, and then reassemble the dash.