Thanks, guys, for all your help, I replaced the knob today.
I decided to replace the whole thing, and I got a nice one off a MKVIII at a salvage yard for $25.00.
I had to unscrew two bolts inside the console compartment, lift it slightly off the carpet, and unhook the power cable for the OD, but once I did that and pried out the U-pin, the knob came off like a charm. It took only a minute to put the new one on (I replaced a blue with a black one), but I had trouble slipping it down. It stopped about a half inch short of being completely seated. I took it back out, and upon closer examination, I saw that my metal shaft had two slots where the knob was supposed to seat, and they both had the broken plastic tabs from the original knob stuck in them, which were preventing the knob from seating. Two quick jabs from my screwdriver, and the slots were clear, and everything was downhill from there. The U-pin went in with a few gentle taps from my hammer, and my wife said that the new black leather handle looks so much better than the original blue. Now she thinks I'm the man, since I don't usually know anything about fixing cars. We then spent the next two hours detailing the car and getting it washed. Funny how one small project leads to another bigger one. Anyway, it was a lot of fun, and I'm going to replace a few more parts on this thing before I'm done. Then maybe I'll post some pics.
Anyone else that tries this, one piece of advice: Pull up on the knob carefully unless you don't care about snapping the OD wires. They are flimsy and there is not enough slack to remove the knob. You have to unsnap it from its connection under the console.
Thanks again fellas!