This happens to my (2018 R DSG 7 spd), but only on the first manual shift from 1st to 2nd after I start the car. It only happens when I am fairly hard on the gas. Once I get one easy (light on the throttle) 1st-2nd shift out of the way I can get on it and the car shifts normally. It does not matter if the engine is warm or cold.
It is a VERY loud harsh bang and quite alarming.
My 2015 DSG 6 spd used to do this only once is the morning after a cold start. After that the car would not do it again all day. With the 2018 DSG 7 spd, it will happen even if the car sits just 30 minutes.
Also, my DSG 7 spd will sometimes *automatically* shift from 3rd to 4th while in sport/manual (M) even though it is not even close to the redline shift point.