Hiya,
I've been reading up about these infamous coils. I know with the cars where it has 1 coil for all the cylinders, you can check the resistance of the primary and secondary coil windings. I was going to get the multimeter out and see if this also works for the pencil ignition coils. Might be worth a try. I've also been reading somewhere that is sometimes a fault with the ECU. But ultimately, see if anything interesting shows up in the diagnostic test .. and if all else fails, go crawling back to audi.
Ta,
Holly