Wiki Quote...
At the time of launch in 2003[2][6] - it became the world's first dual clutch transmission in a series production car,[2][6] in the German-market Volkswagen Golf Mk4 R32[2][6] and shortly afterwards, worldwide in the original Audi TT 3.2;[7] and for the first few years of production, this original DSG transmission was only available in transversely orientated[2] front-engine, front-wheel-drive — or Haldex Traction-based four-wheel-drive vehicle layouts.
The first DSG transaxle that went into production for the Volkswagen Group mainstream marques had six forward speeds (and one reverse),[6][7] and used wet/submerged multi-plate clutch packs[2][4] (Volkswagen Group internal code: DQ250, parts code prefix: 02E).[7]

It has been paired to engines with up to 350 N·m (260 lb·ft) of torque,[6][7] and the two-wheel-drive version weighs 93 kg (210 lb). It is manufactured at Volkswagen Group's Kassel plant,[2] with a daily production output of 1,500 units.[6]
At the start of 2008, another world first,[6] an additional 70 kg (150 lb) seven-speed DSG transaxle[6] (Volkswagen Group internal code: DQ200, parts code prefix: 0AM)

[9][10] became available. It differs from the six-speed DSG, in that uses two single-plate dry clutches (of similar diameter).[10] This clutch pack was designed by LuK Clutch Systems, LLC.[11] This seven-speed DSG is used in smaller front-wheel-drive cars with smaller displacement engines with lower torque outputs,[6][7][10] such as the latest Volkswagen Golf,[6][10] Volkswagen Polo Mk5,[10] and the new SEAT Ibiza,[7] due to it having a maximum torque handling capacity of 250 N·m (180 lb·ft).[6] It has considerably less oil capacity than the six-speed DQ250; this new DQ200 uses just 1.7 litres (0.37 imp gal; 0.45 US gal) of transmission fluid.[6]
In September 2010, VW launched a new seven-speed DSG built to support 500 N·m (370 lb·ft), the DQ500. Its first use was in the Audi TT-RS
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http://en.wikipedia.org/wiki/Direct-Shift_Gearbox
So VAG does have dual dry clutch transmissions too, and although I havne't driven an Audi TT RS, I bet it feels just as good as the wet clutch DSG's. Although, yes, this is just my assumption.