O2 sensors are on order I wonder if something is causing the car to forget when it is long enough to be cold. This sound can also be caused by the spinning flywheel, especially on cold starts
Volkswagen Golf Rough Idle → Causes & Diagnosis | Drivetrain Resource
I wouldn't worry about it too much but if you feel extra fear it wouldn't hurt to take the car to a certified.
In this comprehensive guide, you’ll discover the most common reasons why your volkswagen engine might be experiencing rough idling and how.
2019 volkswagen gti rough idle Repairpal will help you figure out whether it's your vacuum leak, spark plugs, ignition coil, or something else. My car has run that way when i have disconnected the battery and it has to relearn the idle parameters