Inspect the joints at the top & bottom of each wheel hub, where they meet the upper & lower wishbones.
You may not see any grease leaking, but check for any vertical free play between the the two. The hub should turn in response to the steering wheel, but it should not rock from top to bottom between the joints.
While you're down there, check the bushings for the steering rack and the tie-rods.
In my GTi (which used a simpler strut front end), both the hub ball joint and the steering rack bushings failed. So when I fed in some steering, the rack would actually shift in the opposite direction about a 1/4 inch.
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