How can one go about making the fog box not way grainy. I've cranked samples very high (both in XPU and CPU) and made sure the lights weren't in the volumes (I read somewhere that makes a difference), but the improvement has been negligible. I'm using a light filter gobo. I tried the denoiser and it helps far away from the source but the god rays go all warbly nearer the source. What magic box am I not ticking or magic number tweaking?

Very late reply but i was on the same situation last year and tried for a few hours all i could think of.
This is what i ended up using:
-render it seperatly
-set all render limits except color to 0
-assign every geo a material with an unlit shader set to black
-set active radius on each light and prune lights that aren't contributing

I think the last 2 things are negligible
you can also try to mess with the light sampling mode, especially on specific noisy light contributions