I've put this in the EOS section as this is the car
(2010 model 2.0 TDI)
I did it on but I imagine its pretty similar for Golf, Jetta, Octavia, Leon, A3 etc build on the same platform as the engine bay/bulkhead firewall are much the same. Firstly its worth looking at what you can find on the web in the way of pictures and diagrams so you can get a picture in your mind of what you're dealing with as you can't see what you'll be working on, there is also a useful tread on the TDIclub forum which should come up if you search 'g235 sensor location' or 'g235 sensor change', most useful info is on pages 2 & 3 of that thread which gave me a good starting point however from that I was able to do the job with no modified tools and without getting under the car or using a second person. It took about 2½ hours.

Tools:
7 & 10mm sockets
Flat screw driver
22mm open ended spanner
11/16 AF ring spanner
mole grips

1, remove cover over engine
2, remove DPF heat shield 3 nuts 10mm socket and lift off.
3, remove lambda sensor from top of DPF 22mm open ended
4, remove heat sleeve from lambda & G495 leads
5, remove lead with heat sleeve above these.
6, remover all 4 cable from the retaining clip on the compressor housing heat shield and remover the retainer (gives more space and helps stop shredding you arm...) and release the G235 lead from the retainer about half way round the turbine heat shield and from the two retainers on the bulkhead
7, check the top corner of the DPF, mine had a rough we'd so I stuck some gaffer tape over it again to help prevent shredding my arm as you'll be leaning on it a lot.

These all give best access to getting over and down behind the turbo and DPF

8, disconnect lambda and G235 from their bracket where they join the loom at the back right of the engine bay.
9, remove lead to and slacken 2 nuts that hold the sensor block adjacent to connectors in 6 and remove it with, rotate assembly anti clock and the rubber bushes with slip from bracket without fully removing the nuts
10, disconnect the electrical connector and oil breather pipe from turbo air intake pipe
11, remove turbo intake, Mole grips or similar for spring clip and 7mm socket for hose clamp at turbo end.
12, using 11/16 AF ring spanner pass the G235 sensor socket through the ring with the off set of the spanner set so the shaft of the spanner with tilt away from the engine

This is THE TIP to make it easier. The flare nut on the sensor is 17mm, however 11/16 AF is very slightly larger and allows the connector to pass through for both removal and re-fitting. If you're worried apply a little WD40 or similar to help lubricate the connector Some treads talk about cutting spanners and cutting the wiring. IT also give some slack when fitting to the nut when you can't actually see it.

With the lead through the ring feed the spanner down through the gap between the DPF, the sleeve snags on the ring a bit so feed it a bit at a time.

From here on you can't see what you're working on; it is all by touch.

13, using your left hand in this space feel right under the compressor and you'll come to the sensor, if you've got smaller arms you will be able to touch the nut on the sensor among all the rougher cast iron of the manifold. Fit the spanner on to the nut with the shaft almost vertical but pointed towards the right side a little. The spanner should the hang in place.
14, look down into the back of the engine bay from the battery in to the space you've created by removing the turbo inlet pipe; you should be able to see your spanner. IF you can it might pay to remove the engin under tray to give more light into the engine bay from underneath or use an inspection lamp, however I did neither.
15, Using some thing long with a cleft end (I used a 1¼ AF spanner but you could fashion a piece of timber) apply pressure to the spanner shaft and you will get the leverage to get the first turn of the nut on the sensor. Reposition the spanner back a notch on the ring and repeat.
16, Now with your left arm down the gap by the DPF and your right arm through the gap and under the turbo you should be able to manipulate the spanner to do a flat at a time sequence of removing turning and refitting the spanner until you can turn the nut with just your left hand. Get comfy on top of the engine as you'll be there a while, may even pay to put an old towel or something over the top of the engine to protect both it and you whilst your leaning/lying on it.
17, now remover the sensor and use the lead to bring the spanner up with it thought the gap by the DPF

You're half way there which was about an hour and a bit with some of the trial and error to get the right tools in the right place

18, apply some high temp compound to the new sensor nut thread to help prevent the tread seizing or cross threading.
19, feed the spanner onto the new sensor checking the orientation and feed the spanner and sensor down through the gap bey the DPF. You should be able to hold it with your right hand from under the turbo.
20, feel with your left hand for the hole in the manifold and using your right hand guide the sensor into place. I placed a finger in the hole and slid the sensor along it to the hole, It took me 6 or 8 attempts to position it in the hole but once in you should just be able to turn the nut enough to start the thread but be very carful not to cross thread it. You'll know the thread has started if you pull gently on the sensor, you feel it lose but it won't come out.
21, in the reverse of 16 a flat at a time turn and reposition the spanner until you feel it go tight. You'll be there a while...
22, check that the metal part of the probe in pointing down and is at least 3mm clear of any of the manifold metal.
23, refit everything in reverse of the removal sequence (I repositioned the clamp on the turbo inlet so I could just use a flat screw driver in future
24, clear fault code and start it up.

I welcome any comments, queries or other pointers to add into the sequence.