GSF also carry them, but when I was looking for them (about a month ago), I couldn't find them anywhere. You should also consider the VAG dealers, as they're only a couple of pounds more expensive direct from a dealer (£31 as opposed to £29). As you can see, a full set of five isn't cheap wherever you go! Don't go cheap though, there is a 'fake' that GSF sell thats about half the price or something, but they're not worth the hassle.
It will be difficult to just swap them out one at a time, partly because the engine will run fine with less than a full set, but also because disturbing the coil packs may actually make them faulty! I reckon it was my spark plug change that started mine failing.
One big warning that I've found from another post somewhere (possibly the V5 board?). It is absolutely essential that you DO NOT TWIST the coil packs as you remove them or insert them. They HAVE to go straight in and straight out, otherwise they will weaken and possibly fracture. My first coil pack replacement was because I removed one by giving it a 'twist' to loosen it, and it actually broke internally. By the time I got the pack out the bit that connected to the spark plug could extend by about an inch out of the coil pack housing!! There is an official tool to remove them, but I didn't quite go that far.
And one last point. There have been at least a dozen variants of the coil pack, all with the same part number but a different letter suffix. Try and get the latest possible, I think its M or N? There was a note somewhere that the 'C' variant used to catch fire so avoid them at all costs. Of course, you might find the ones you're running are 'C's!!
Edit: do a search on Ebay for the coil pack part number 022 905 100 N.