On three jettas I had that had the same system as in the vanagon WB using
the dynamic oil pressure I have had the same problems and fixed a few others
with it as well.

The main culprit as mentioned by others is often the wrong oil or filter.
After that look at replacing the lower oil pressure sender.  On the vanagon
you will see that the instructions to get at it actually have you prying a
piece of metal out of the way to get at it.  Note that the upper oil
pressure switch (extremely common dating back to bugs) is not the same as
the lower.  They are even different colors for that reason.  The upper is
opened by pressure and the lower is closed by pressure.  There is a circuit
that could be either in the dash or the ecu (not sure which on the vanagon)
that is supposed to look at the indications of the two switches and the rpm
before giving the oil alert.  It is critical to this circuit that your idle
be adjusted correctly.

The circuit is basically expecting that at certain rpms (low) that the lower
sender may actually be sending a false indication.

Nightmare note is that on one jetta of mine I ended up putting in dual oil
lights, the ecu circuit was bad and I was too cheap to get another.
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jimt
Planned insanity is best.
Remember that sanity is optional.
http://www.tactical-bus.info (tech info)
http://www.westydriver.com