I looked into warranty companies and the average price per year was around £400. Didn't seem worth it to me and the stuff that isn't covered inside the gearbox is shocking. Best to read all small prints.
An alternative is getting a VW "named component" Extended warranty, which is £363 a year with a £250 excess, or £490 a year for "All component" cover. Only snag is it's for cars younger than 100,000 miles only.
Knowing VW, they'll just replace the entire gearbox instead of diagnosing parts, which would be amazing value against that warranty cost!