Isn't mirror heating on a seperate fuse of its own? Check the manual to see if I'm right. And then check the fuse, of course
Other option would be: corrosion on the connectors.
You could pry of the mirror (do a search on the forum to see how, if necessary) and plug/unplug the connector a few times. Or spray some contact spray in the connector. And/or use a light sandpaper to remove any obvious corrosion.
Hope that helps,
Edo
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(2003 Silver 1.4 Tdi Exclusive(SE), 95bhp/235Nm chiptuned by ABT, black interior, sport seats, heated mirrors, JVC KD-SH909RB cd-receiver, Infinity Kappa 63.1 + Vifa on-dash tweeters, 12" Subwoofer on 300w Amp)