Your DSG is Filled for life and does not require anything at 40,000 miles, no oil change.

 

Nothing needs doing to your DSG, Unless your DSG is subject to a VW Group Service Campaign,

then VW Group should be telling you a Recall Action is required as a Preventative Measure and 

they will do a Software Update

My Car was in for service at 19,000 (was variable now fixed service plan) and i said there was some shudder in DSG reverse when cold.

(It had new clutch pack fitted at 10K for sqealing when hot)

They forgot to test when cold and did not see the problem, however they updated software (try for a few weeks and if still problem ,take back in) and after driving over a 100miles mixed today, it seems better and smoother. Could be me just driving better ;<)