In answer to your question, an oil change on a diesel is no different than on a gas engine. You drain the pan, change the filter, and refill it. Make sure wherever you go that they use the right oil (which your owner's manual will tell you).
Its the exact same procedure, so just go where you normally go. If you want a dealer experience without the hassle of paying the VW prices, go to a GM dealer. They train at the same school, get the same degree, and use the same brand of tools. For that matter, go to a Ford or BMW garage
Although I don't recommend quick lube places, you could try one of the other chains like meineke or midas.