You dont 'blled' the turbos when fitting them, you just have to make sure they're full of oil when you're refitting them... something the garage that replaced the old on your mk3 obviouslt failed to do.
When refitting them, the preocedure is to fill the units with oil, fit them to the car, run the car on stater motor to get the oil pumped around the turbo casing, check to make sure the oil is returning out of the turbo return oil pipes, then start the car... otherwise you have a dead turbo within minutes.
I was totally paraniod when replacing mine.. my mechanic mate got well pissed off as i made triple sure the little buggers had oil in them.
As for drainng oil from the turbos on an oil change, this would do more harm than good and is pointless.