If you're really insisting on Type R rims, I remember Salty D at Vwvortex bought a set of BMW rims and had the lug holes filled and re-drilled to fit his Vdub. I have no details about this but you can try going to a rim shop and asking about that.

MrFatBooty is right though. For the amount of parts and labour it's gonna take you're prolly better off just buying nicer rims for the same overall price.