Hi there
I've done this on my Mk5 GTI DSG '05 plate. No need to remove any parts but you will need a 'crows foot' socket attachment, a long extension bar and a ratchet.
The pressure switch - down to the left as you look into the engine bay, between the radiator and the alternator and mounted vertically off the aircon pipe - is a screw off/on fitting with an electrical connector on top that fits onto a Schrader-type valve (like a car tyre valve) on the pipe, that allows the switch to be removed with minimal loss of refrigerant.
You need the crows foot as it grips the hex body of the switch from the side (you can't stick a socket on it) and the extension bars allow you to work from above to loosen/remove the old one and then refit the new one.
Hope this helps!