I did it 2010 on my motorbike. Dusseldorf to Alessandria in Italy and previous years to Munich. On the train were a number of cars entered for the Coupe des Alpes including a couple of Morgan Plus 8s with German registrations. I got talking to them and in a round about way thats why I now drive a Morgan!
My experience was that on the AutoZug you drove your own vehicle onto the train and the staff made it secure. I can't comment on the cars but the staff securing the motorcycles were very professional.
