If you can get a J1962 connector for a reasonable price, don't read any further. Just buy one. If not, continue reading.
A J1962 connector is about 15 to 25 euro at the places I looked. To much I think (I'm cheap). So in stead I bought a female connector at the VW dealer for 4 euro and changed it into a male.
I got part number 3 A0 972 695 from my dealer and stuck a few pins in it: