If you slide the radio out, you can access the radio's battery and ignition wires back there.
Just tap into those, as per their directions. They are already fused, I would not worry about adding more fuses.
The connectors are shown here:
For the Factory radio, you need the tools to pull it out, I got them at Walmart, butthat was six years ago. Just get some that look like this, they are known as "VW" radio tools, but I dont know why: