Agreed. Any EGT gauge I have seen is electronic in that they all use a variable resistance thermocouple to get their reading. I'm not even sure what a mechanical EGT gauge would be, lol. Can you imagine a wet bulb style gauge that would read to 1500 degrees?
I can't vouch for VDO, but I can empathize with your position. I committed the cadinal sin here a few weeks back and bough cheap gauges for my truck (Glowshift). I'm happy so far and for what I spent I figured it was worth the gamble. I would have loved to get some ISSPRO gauges but I didn't have $500 to spend so I got my three gauges for about half that from Glowshift. I know there are a lot of mixed reviews on these, but in this case, the need and budget dictated that I had to go cheap. So far, so good (knock on wood). I had some more inexpensive Sunpro gauges in my old truck and those worked well too. I'd look those routes if you're looking to save a buck or two.