Hi @JodieQ,
Welcome to the Bunnings Workshop community, it is fantastic to have you with us.
You can do either, but removing the plasterboard tends to be easier because you can see the studs and any wiring in the wall so you can ensure you are not hitting wires, and you are hitting studs when fixing the VJ boards in place.
If you were confident, you could use a stud finder to mark out the stud locations and then fix the VJ boards over the top, but this method usually isn't as smooth, so you would end up filling more errant screw or nail holes than you otherwise would.
With either method, please ensure you place safety at the top of your thinking and switch off the electricity at your switchboard prior to working on the wall.
Let me know what you think and if you have any further questions, please don't hesitate to ask.
Jacob
