If you're getting H&R bolts, you can get black, gray or silver plastic caps for the head of the bolts from your neighborhood VW dealer. I've used the black ones in the past for H&R bolts. Can't recall the price but probably in the $1-2 each range. They're used on a lot of new VW cars from the factory.

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'04 E53, 4.4 Sport
'97 E39 528i
'86 911 Carrera, track car
'96 BMW R1100R