Is there some sort of auxiliary oil/coolant pump that keeps running after the engine is switched off?  I can always hear a high pitched whine (sounds like an electric pump) when i get out of mine and its still going while i'm walking away.....

Yeah, mine does that too.  I have only noticed it in the last couple of weeks (got it in July) but don't know what it it.

my mklll vrs has that also, sounds like an electric fuel pump buzz just near the back wheel. Did'nt think diesels had pump back there. Two things on list for dealer visit so far, other is the sticky headlight washer jets. Not worried bout either as runs great, excellent motor compared with my old mkll especially the new zenons on full beam.

Mine does that sometimes. I believe it's to do with the diesel dpf regen , if you have a petrol not a clue. Too many short journeys in my case, but a good run down a motorway stops it for a few weeks.

My petrol Mk 3 has some sort of buzzing noise when everything switched off. It is not loud & I can only hear it when I am sat in the car. Don't know how long it goes on for, only that when I return to the car it has stopped. It's done it from day one & I assumed it was one of the systems.

Just to clarify, I don't doubt it normal as mines always done it, was just curious as to what it is exactly.

There is a fuel delivery module and sensor either by the tank or in it. It could be that.

There's few "whines" on most new cars, two I'm pretty sure about:

- feeding fuel pump starts when you turn on the key

- electrical oil pump continuing to lubricate the turbo few minutes after engine shut down.

- media system screen's cooling fan still runs for few minutes after shut down