What are the filings required when employees are transferred wrt to Gratuity Act?

The transfer agreement between the companies states that the employees will be constituted as continuous service and so are there any documents to be filed with the concerned authority with respect to change of the employees from one gratutity trust to another?

As long as you mention continuity of service in transfer letters, that will suffice the purpose. Since org to which employee is transferred will be new to her / him, you must get new nomination forms filled in. After all such employee joins new company from perspective of the Act.