I looked into this a bit more, and the default on volume can be changed in VCDS. (I pinched the below from another forum).
Here's the coding
Maximum Activation Volume of the Radio
[56 - Radio] > [Adaptation - 10] > Channel – 04 Adjust Value (Range 16-100%)
Default – 46%
I changed it to 20, but it was still bit loud. I will set it to the minimum 16% and probably leave it there. I'd rather turn the stereo up than turn it down having crapped myself after starting the car!! Unfortunately, you can't have the stereo mute on startup/ignition.