Got ya PM Mike!
This is a definate issue with the CATS being of a different tolerance to Audi's own. The car will pass an MOT with flying colours even though it won't pass the car's own on-board emissions control checks.
The post CAT lambdas sole job is to monitor the condition of the CATS, the pre-CAt ones doing the job of fuel metering.
The CATS will jsut be not as good as Audi's original, therefore the only fix I have used in the past has been a mod in the engine ECU map. Usually you only have this issue on tuned cars so a map mod is simple and req'd anyway. The modified map just adjusts the sensitivity of the post CAT lambda's (or removes them if no cats are fitted!!)
Hope this helps - don't go spending on new Lambdas!!! You'll be wasting ya cash!