Hi,
Thanks for the pictures!
-> It is indeed a part of the line filter of the GTI.
I have no idea of the value, but I think it will be fine with a similar coil from a discarded PC power supply line filter.
That should be comparable in power.
You could test it (bridge the connections) without the coil in place. It should work If there is nothing else broken.
I do recommend in the long term to replace it, since it has less resistance to noise/grid spikes/etc with half of the line filter missing.
If it still blows, check all 4 AC FETs for shorts.
ps: looks like a powerjack/sun brand GTI. Not KD, but they share the same idea's.