The MkIII Golf takes its air from inside of the engine compartment. Remember that "in the engine compartment" means "anywhere in the engine compartment."
Now, the fact that you could see it through the grill raises another potential issue. I can't foresee a combination of legal allowances under which I could, say, use a narrower radiator and put the air intake inside the engine compartment, but right in a blast of air coming through the grill...
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