I've done this mod before on a VW, very easy. If you do this mod you might as well buy sequencial mirror lights and you can also wire them up as daytime running lights. You can buy them for $100 on eBay like I did. You may find them cheaper.
All the amber lights(turning signal) stay on including my seqencial turning lights on side mirrors.
You can adjust the length of time you want them on for. Great at night, puts out plenty of light around the car.