It's really the same as taking it to an independent shop for oil changes. Keep your receipt as proof.
I fill in the appropriate service spot in the maintenance booklet with the date and mileage, and also keep the receipts for the oil and filter. Since Carfax was included with the car, I got a nagging email saying that my first oil change was overdue, so I just logged in to Carfax and added a record of when it was done (on time). All good. Note an independent shop may or may not add anything to Carfax.
Ultimately the onus is on VW to provide a reason for denying any warranty claim. If they find prehistoric oil in the engine and that could reasonably have caused the issue they are looking at, then yes, absent any records they could certainly deny a claim.