A gift tax return.

How does one go about "transferring" a loan?

I'd like to get rid of the mortgage on my office 🙂

Half the story?  I doubt they could "transfer" the loan without deeding the property to him.  And that might be considered a sale if the loan was more than their basis (for example, they refinanced and pulled money out before helping the kid avoid standing on his own two feet). 

"They have no paperwork"

Nonsense. Deed/Title, loan documents, their original purchase info and the transfer info. It's all somewhere, if not still in their files. Bank, County records, etc.