What signs are there that might show that this need attention soon?
Look at this You'll notice in the video the regular diesel rattle, but every now and again, you'll hear another noise coming in and out, like a 'deeper rattle' noise.... well, that's the noise you don't want to hear... My experience was to start the car and let it idle and the noise would usually happen within the first couple of minutes... If yours doesn't, then you are probably ok... Its useful to know what to keep an ear out for though..
I had this issue on my A3 2.0 TDI, cost just under a grand to replace with an OEM DMF. Your local TPS would be able to do a good price on the part if you haggle with them a bit..
Note that I never felt any problems at all in the driveability of the car when mine was on it's way out, no weird gear changes or anything.