EFB is different than AGM. AGM is probably fine, too, but I think that costs more - up to you. Also, I would tend to stay with EFB so e-Golf computer knows how to understand its behavior.
I think you could skip coding if you get 59 Ah EFB battery. Right now your car thinks the battery is near death, so if you don't tell it you installed a new battery, the new one may get a bit abused before the car figures out what is going on.
I have not idea how much dealer would charge for coding.
Maybe an EV specialist could code the battery.
2017 e-Golf LE, Multi Coat White with Black Vegan Leather interior, purchased in early 2018
2015 e-Golf SEL leased for three years, returned in early 2018