After about a year, my 2000 GTI VR6 started knocking between 2700-3000 RPM when accelerating moderately hard. (Using premium gas.) It was under warranty, the dealer replaced the coil, and the problem went away.
Some months later, it happened again. I found that cleaning the ignition wires with alcohol made the problem go away. After a couple of rounds of this, I bought some "Blue Injector" aftermarket wires, hoping they would last. After about 9 months, the knock is back. (The original wires are better. It's hard to remove the aftermarket wires from the plugs without pulling the wire right out of the connector. The original wires have plastic "handles" that help to get them out.)
New wires from the dealer did the trick. Not only is the knock gone, but acceleration above 3000 RPM seems improved. parts4vws.com had factory wires for $114. The factory wires are preferable to the Blue Igniters because they have the built-in "handles" that allow you to remove the wires without risking pulling the wire out of the connector. I also think they lasted longer.
I first cleaned both old sets and tried them, with no luck. Spraying with a mist in the dark showed leakage in the wires near the coil area. I suspect that cleaning the wires may sometimes help, but once the spark has caused microscopic holes in the insulation then the wires are toast.