I paid my local Audi dealer £104.55 for a set of genuine discs & pads 2 years ago. I prefer to fit genuine parts, particularly for safety items. You can be confident they'll perform as per the manufacturer's spec for a small premium over the cost of pattern parts.
If you want cheap, you can get them for under £41 delivered - see eBay item 270174644537.
Tips for getting the cross-head retaining screw out: Use a screwdriver that fits properly. Ideally use an impact driver, but if you can't get hold of one, give the screwdriver a couple of sharp taps with a hammer before undoing the screw.
Mark