These plugs, maybe pour a kettle of hot water over that plug, then quickly force it in towards the thermal sensor and while keeping it forced in, try to press down on the retainer lug as hard as possible and pull it out. Pressing it in hard initially will relieve some of the load on the retainer wedge caused by the sealing washer. That sensor sealing point, across the VW Group fleet of all ages, has been the source of leaks, have you tried slightly tightening that thermal sensor as a first crack at sorting this - again pour a kettle of hot water over that area first to clean it up and soften the O-ring seal before trying to tighten it a bit.
If you do need to replace this sensor complete with its O-ring seal, try to get organised and quickly swop sensors over to minimum coolant loss, making sure that you use a 50% mix to top the coolant back up to its correct level.