I didn’t remove the battery, however, I also didn’t turn on the ignition during the change, no errors at all afterwards and was really easy. There’s a chat on here somewhere from the time.
I know someone, king monkey I think, may have turned on the ignition whilst the airbag was unplugged and as such get an error code that had to be reset.
Volkswizard has a how to video on YouTube.
As for where to get them, I and a few others, got them from a European (Czech Republic, if my memory serves me well) VW spares site. They take a while to arrive, but we’re a few quid cheaper than from VW UK.
EDIT: check out page 24 (and a few pages either side) of the “what have you bought for your mk8” thread. Sorry, not sure how to add a link to that.