I ran output test with VAGcom, and MIL light does not come on.
I am guessing the bulb is bad.

I could not find anything in Bentley that shows how to replace bulb.

Are there detailed instructions out there?

 

Does the service engine light come on when you turn the car to on? If it doesnt and the car runs fine, then to remove the cluster you remove the trim in between the cluster and the steering column by pulling it (u-shaped piece) and there are two torx screws. Pull the cluster out a little ways and disconnect the connectors (there are little flip lock things that hold them on, youll see), then pull the cluster out and you will expose the bulb holders.