I've done this on my last car (SLK 320) and am about to try it on this one (A2 1.4 TDi). Layout seems very similar, but car is quite a bit narrower so may change how I do it, and need to measure the jack peg. e: TGF above says 20mm so that's saved a trip to the shops.
I've seen some pegs welded to a metal puck before, the idea that the puck fits in the jack saddle. Didn't like the idea; angle between the peg and saddle changes through the jack's throw, so I think it would move and chatter. Move and chatter makes my underwear fill.
On the merc it's a 20mm female port, so I used a high tensile M20 bolt of as long a length as I could get at the local engineering suppliers.
Slip said bolt into the jacking point and leave it with the head about an inch (or however much I felt comfortable) proud. Carefully lift the saddle under the bolt and make sure it's riding flat in the saddle and as centrally as possible if using a rubber puck, or resting against the weld without a puck.
Then jack left rear up gingerly and place a stand with a puck on it, rest the car on the stand and repeat on left front. Check both stands are exactly in position and move to other side. Do rear right, then check all the stands. Do front right, then check all the stands. If a stand is out of perfect alignment jack that point again and recenter stands. Have done it starting at front as well, but don't think there's much it it really, horrid job whatever.
Then I'd generally want to take stands up a couple of notches so I'd repeat the procedure. Then I'd do quite a lot of pushing of the car in every direction and check the stands again. I hate axle stands so much.
Main problem I find with jacking the corners is you invariably end up with two wheels off the ground on the first lift, and you kinda have to chock everything and worry a lot, and there is some lateral shifting of the stand post, which I'm not a fan of. I like to worry, I don't like the idea of getting an idiot squashed by car obit.
