I'd reckon that as you have a TDI and its 5 years old, then maybe you should get the battery checked in case its capacity has dropped a lot. Also being a TDI have you had a look at the load signal wiring to the alternator - at or near the plug/socket below the engine<>gearbox join? One other thing, these elctrohydraulic steering systems, they will use quite a lot of current when you request a steering input, so if you have just started the engine, put the lights on and the engine is still cold and the temperature outside is low, then the battery will not be in a good state to handle these "power grabs" - so your lights will dim a bit, if this still happens after a longish run, then you have something to sort out - battery or wiring to alternator mainly will be the source of this
problem. But, ights dimming is a vague term as this system will always cause the lights to dim "a bit" at tick over - if that is all that is happening then there is not much that you can do to stop this.