Had this on my 1997 Mk2 GS (minimised by very hard braking), but nothing appeared to be amiss.
In the end we (mechanic who services my cars and I) spent a morning going through everything with a fine-tooth comb.
About 3 thou (imperial) run out on the front discs, discs hardly worn, caliper pistons moving OK, caliper sliders moving OK, ball joints OK (recently replaced), control arm bushes OK (recently replaced), shocks not leaking and appeared OK when bounced, track rod ends OK, no movement in the rack bushes.
There was a slightly odd wear pattern on the discs, so in view of that and the disc run out, we replaced the discs and pads after meticulously cleaning the face of the hub.
So far, problem solved (although that's probably jinxed it

).