ok, so a 14mm bolt passes through the knuckle hole them?
i think i had this backwards. i had it in my head that the knuckle is threaded and the bolt passes through the caliper eyelets
The bolt is 21mm, and the knuckle gets sandwiched between the bolt head and the Macan caliper (imagine the calipers are the carriers in the DAP video).
There should be no modification required on the bolt, caliper, or knuckle for a Golf R or GTI AFAIK