Iirc the proper Ross-Tech VCDS (which i have) allows you to do it as well, but you need some additional 'secret' codes - to try & avoid fraud, etc. Still, it does allow you to check the car has the genuine mileage on it, or whether it has been rolled back ...
The only way you can set milage with the proper Ross-Tech lead is if the clocks have less than 100km on them or they are a brand new set. Even with the SKC it is still limited. VAG-TACHO is only £15 anyways.