Prologue
It was May 10th, 2017 when gamester1 helped me by telling me the part number for the grille that
matches the xenon headlights and analyzing the difference between the part numbers 5G0853651A and 5G0853651D.
Just for those few person that happen to miss the information:
First of all there are different grilles for cars with halogen and xenon headlights. You can see the difference I am talking about in this video (at 0:30 sec) and this photo from Black-Golf

Second thing is that there are 2 versions of xenon grilles (I am not talking about R, R-Line, GTI and GTD cars): the Comfortline version 5G0853651A and the Highline version 5G0853651D. Their difference is the chrome that surrounds the VW emblem in D version instead of the piano black that surrounds the emblem in A version. Detailed photos can be found in this japanese article. More details about various grilles put on Mk7 see here
Realization
One year after talking to gamester1 I took the decision that the grille should be changed and my choice fell on the Comfortline Lighting Package Grille 5G0 853 651 A which finally arrived today. A small surprise was that it although I ordered the part number 5G0 853 651 A the grille also had the VW emblem (5G0 853 601 2ZZ) installed

The reason is that the chrome around the badge of the D version somehow did not suit my taste. The installation is very simple and went as shown in the video I gave before (at 1:05). After removing the two Torx 25 screws getting out the old and putting back the new grille is like playing with LEGO bricks





Epilogue
Happiness!
Now from my Xenon project remains only to change the AFS modules to get back cornering light.
P.S. If the sun is bright and someone has both excellent sight plus the ability to spot small differences he can notice that the chrome line inside my Golf R headlights is matte while the chrome on the grille is shiny

Of course this is a correct comment but…1) I would not have put the R grille because everyone could notice that my car is not R despite what the grille shows 2) this problem was not going to be solved even if I had chosen the 5G0 853 651 D version.

In fact there is a solution and this is the removal of the shiny chrome stripes and the replacement with the stripes from an R grille. The removal of the chrome stripe can be done as in this post but I am not willing to follow the example of it. It is too much for me