That's what I did, plenty of PB or WD-40 and beat the hell out of it. Make sure you leave the nut on though so you don't damage the threads. Also, in case you're over-looking the obvious, the driver's side axle has a bearing that is bolted to the back of the engine. No offense, but everyone looks over the obvious every now and then.
And just so you know, NAPA kicks ass for replacement axles, part #6733 + 6734 for Tsi's and # 6720 + 7927 for Tsi Awd's. $47.88 a piece with a $56 core charge, life-time warranty