I have a Mk7 1.4 diesel and I'm trying to install a dash cam wiring it into the passenger fuse box. My plan is to use the same terminal as the cigar lighter and I couldn't help but notice that there is no fuse in that location yet the cigarette socket still works. Where the fuse should be, there is only a conector for one leg of the fuse and not the other so if I installed a fuse there it would't be a complete circuit.

Basicaly how is the cigarette socket still working and how can I tap into its circuit?

You're either looking at the wrong fuse, or your car is defying the laws of physics and generating free electricity.

IIRC the 12v socket uses a time delayed fuse (which is bigger than a micro fuse and located elsewhere). The 12v sockets aren't always switched with the ignition anyway, many Fords are permanent or turn off after 30 mins.

Most people use the rear wiper fuse which is still an ignition live.

Fuse 61 is the fuse for cigar lighters. Pull that oout and it will kill the power. 

On one of my earlier Fiestas (can't remember which one but I think it was 2009 0r 2011) I blew the cigar lighter fuse and found that the throttle pedal no longer worked.