Gereg, I don't know that particular parody, but here is another set of "Volsungasaga" words, written by Mark Mandel, sung to the tune of "Waltzing Matilda":
The Harper and the Viking

Moving over to Englalond, here's a very funny and very clever Anglian/Saxon/Mercian etc. etc. parody, written by John Osborne, of "I Am the Very Model of a Modern Major General":
Model of a Mediaeval Anglian

If you do a search here on Mudcat, you will also find various "Grendel" parodies too.

All good wishes,
- jeanie