Common to almost every Mk3 on the planet mate, and in 99.9% of cases nothing to worry about.

It stems from a bit of resistance in the ignition circuit, so therefore with high load on the ignition circuits with headlights etc, the charging voltage from the alternator is slightly higher than that in the ignition circuit, thus giving a difference in potential, resulting in a faintly glowing bulb. Most of the ones ive had do it, never caused any problems though.

You'll probably also notice pushing the brake pedal makes the warning lights on the instruments surge, as will the indicators flashing etc