Nothing at all to replace, just make sure you can remove the filler plug before draining the oil. Car has to be level to get the correct amount of oil in the box, and make sure you don't overtighten the plugs when refitting to avoid cracking the gearbox casing
In your case, grinding noise is worth the effort of a change, but I'll probably leave mine alone until I too get a noise. Then again, VW don't officially list the fuel filter as a serviceable part these days...
I personally don't believe that any oil will last the lifetime of the car. Worth doing at least once in my opinion, will probably not need doing again during your ownership, depending how long you plan to keep the car.Very easy to change too, more so than the enine oil as there is no filter to change
Is there a how to?
I've been thinking about this and now I'm paranoid about mine. May invest in some new gear box oil after Christmas (car's going no-where pretty much till then!).