How has it jammed on?
DSG on P position puts gearbox in neutral and engages a locking pin - which can actually break, so on any auto I'd always use parking brake.
The situation I am talking about is parked on the level, in the garage, so no risk of breaking anything. I have had the parking brake jam on, due to corrosion on the discs, when I left the car in the garage, after washing it, with the parking brake on. To disengage the parking brake I had to use quite a lot of throttle which, in the close confines of a garage, was a bit scary! I don't risk it any more. The parking brake seems to take a little more force to disengage in reverse than forwards.
On the wider question of the parking brake making a noise when disengaging, I have had 2 Mk7's, a MY14 GTD manual and my current MY16 GTI DSG. The character of the 2, in respect of the operation of Autohold, is very different. My GTD wasn't always totally jerk free on Autohold release, whereas the GTI is very smooth at all times. I'm guessing this could be down to fine adjustment on assembly or the brake characteristics due to material or bedding in. This difference does seem to be a feature of Mk7's, from comments on here.