I had the same problem With my mule 3010 4X4. When I bought it, it had been sitting for over 2 years. The previous owner was an elderly man, bought a new one and let this one sit. Anyways I replaced the front differential with a used unit from ebay for 175 dollars. The original unit had a hole in the bottom and the input bearing was gone. The shaft was just slinging around. Who knows what happened. I replaced the fluids in the front diff, rear diff, and engine. I also put a brand new carb on it.
This is when I noticed the grinding that everyone is mentioning here. After a lot of frustration, I finally figured out what the problem was. Its a quick fix and only will cost you about 10 dollars to fix it. What you have to do, is get a can of dry lubricant. Comet makes some but is like 25-30 dollars. No thanks, I went to oriellys and got a 5 dollar can of dry lube. Now, you need to take of the CVT cover, and expose the belt drive system. Simply spray the dry lube on all of the contact patches on the clutch, as well as the shaft that the clutches drive on. (mine had a tad bit of rust.) now the key to this is, don't get it on the belt, or the surface where the belt touches, only on the backside and internal parts of the clutch.
After I did this, let it sit, cranked it up and reved it a few times, then repeated 4 times, my mule switches gears without any grinding what so ever. just make sure that you let it dry before you start it, and be careful where you spray.
The problem was that the clutch would not fully disengage when you slowed the engine down to an idle. This lubrication fixed the problem, and a lot of headaches.