I would definately get it done as I think it might affect the warranty if you don't. A few years ago Fiat tried to say a clutch problem (£1000+ of a clutch problem) was my fault as I'd been a month late with the first service and refused to pay for it under warranty (they did eventually!).
As for the price, I'm not too sure as my Eos only had it's first year service a few months back. However, I did get 3 hugely different quotes from local franchised dealers for that (over £80 difference between cheapest and dearest) including 2 dealers with the same 'name' but different branches that offered very different prices!!! So I'd definately ring around, and when you're doing this, make sure they know you're enquiring with a few dealers as this regularly yields "if you book it in today I can get you £** off the price" replies.
As for independants', if they follow the VW schedule and use genuine parts this won't affect the warranty. You'll probably be able to get it cheaper as the labour rates are less than at a franshised dealer. My only slight hesitation with this is any effect it might have on re-sale value as your car will no longer have a full VW service history! Just worth remembering as if someone uses this come selling time to knock a few quid off, your initial saving might not actually be a saving!