Studi,
The whole format of LH/DLR and the subsequent training/bonding seems to have changed somewhat over the last years, so I do apologise about the (now incorrect) information I supplied.
I did the DLR test in the very early 90s - everything during those days was paid for, flight, hotel etc. Although I passed that first stage, no second interviews or training courses took place any more for a long time due to LHs re-structuring. When they started up again, I received a letter from LH inviting me back again: I would have to do the DLR again due to a new format of the aptitude testing (although they don't get tired of the fact that you're only allowed to do them once...); the tests cost DM800,- to be paid by the applicant, no free flights/hotel any more. The subsequent training costs had to be picked up by the applicant as well. I can't remember how much it was, around DM80.000,- if memory serves, a loan in your name kindly arranged by LH. And no guarantee of a job at the end of it. There were probably not too many prospects who would have gone for that, a good thing they changed it to the system you described. I myself had to decline the offer as I already had my UK CPL by that time.
All those big airlines (and they somehow all give the impression that their pilots are the best of the best...) are having similar aptitude tests, it is just a method to get down to a managable size of 'prospects'. There does seem to be a contradiction though, so much as that you can prepare yourself in seminars for the DLR (even with a "pass-guarantee"!), yet it is claimed to be a valid indication as to whether you are/will be a good pilot or not.
Another strange thing (in the case of LH) is their change in entry requirements depending on recruitment demand. In lean times, your eyesight as a LH pilot has to be much better than when there is a shortage - a strange concept I find. The age limit seems to be a more reasonable method, although a cruel one for me personally - too old a fart at 34 as a direct entry...