Plumbing – Level of demo required for extending existing gas lines

Step one would be to check with your local inspection authority. Gas work by non-licensed professionals is prohibited in many jurisdictions.

If it's not prohibited, they may offer advice on material and installation requirements. You can also talk to the employees at a local gas supply store.

A good option for your project would be a direct burial flexible gas line, a.k.a. poly gas pipe. Such a line could be installed so that you have no buried fittings.

Whatever you bury, make sure you place a layer of AT LEAST 6 inches of sand over the line. You should also put a marker tape over the line. The marker tape and the sand serve as indicator to future diggers that something is buried below. Pea gravel below the line is a good idea so that any water that seeps in leaches away quickly and does not stay in contact with the line.

For an example of how to use the sand and marker tape, see the segment of this video from Ask This Old House where they install a blue stone patio. And here's a crude diagram:

Particularly if you have an oversized boiler already, extending the hot water makes more sense.

It's not terribly difficult to insulate it properly - especially for a mere 10 or 15 feet. Use 1" PEX and build an XPS (waterproof styrofoam insulation sheets) box, keeping the lines (supply and return) separated with insulation, polyurethane foam it to fill and seal, done (and done better than buying the absurd products sold with two lines in a 4" tube with not nearly enough insulation around or between them, for stupid high prices.)

This link to a more-specifically heating-related forum may provide some insight.

If you extend the gas line instead, you need another device to burn gas, venting for it, etc.

If you extend the hot water, all you need is radiators/baseboard/etc. and you do NOT have an ignition source or a fuel source in your piano-storage-barn, which may positively impact your insurance (if any) and/or peace of mind.

Here is picture of a (much larger than you need, industrial-style and steam-pipe carrying) bridge at the Wright Brother's Museum

Effectively you should have something that looks like a 15 foot long box, probably 12" square, between the buildings - rather than exposed steel as in the picture, wood or siding/roofing to match your buildings. Or it can simply look like a large metal pipe or duct, which is one way to deal with keeping it dry when not trying to match the roofing/siding. As mentioned WRT the burial depth, a long power outage causing loss of heating in the winter will be more prone to freezing this type of arrangement than one that's well-buried. Personally, I'd bury it, it's not that hard or expensive to do, and it's invisible.