How often is yours doing this? I also have the occasional clunk. I also am noticing more gear whine noise (hoping its not a failing bearing... but apparently 4-motion DSG is often quite noisy and maybe I'm just paranoid?
)
As @kamold mentioned, changing Fluid and Filter and running the
Basic Settings is probably the first port of call. If you had the DSG fluid changed recently, then they would typically do the filter at the same time (it would be piss poor if they were so lazy not to change the filter during the fluid change). Note that DSG fluid change is every 60k kms during normal usage for the Australian market, but in other markets and under harder use, service intervals should be more frequent - say every 45k kms.
You might find it cheaper going to a VW/Audi specialist - VW Service Centres are not cheap! (caveat! only VW will have firmware for ECU/DSG etc)
If you get into mechatronics changes, there may be an option to source a reconditioned unit which typically works on a exchange/swap basis (you send your old unit to them for reconditioning and they send you a already reconditioned unit). You'll note that dual mass flywheel (DMF) and clutch packs are other items which can require replacing.. and hopefully less often, bearings.
There are a few other good articles around on the DSG/02E DQ250 in our R36s...
Highly recommended reading (heaps of diagnostic info):
VW 02E DSG Gearbox DQ250 , DQ500 , DQ501
Common Faults in the 6-Speed DSG Automatic Transmission | AxleAddict
A further look at the DSG | Search Autoparts
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