Well that's one finished and back in the car! All I need to find are the pack of 4 rubber grommets for the trim under the headlight, which I appear to have hidden.....
My earlier mentioned cockup with the plastic barbs holding the sidelight holder into the headlight:
Audi will sell you what they describe as a 'bulb carrier with cables' which is what's pictured above - I thought it might go back to the flash socket and then to a plug, but no it just has repair wires attached.....don't know what I must've been expecting for £12.69+vat
TPS recommended some repair connectors (000 979 940) for crimping the repair wires to the existing light loom. I did think about trying to separate the plastic housing from the terminals and just swapping that, but no amount of gentle persuasion seemed to be releasing any hidden tabs so I just decided to go with it and chop the wires.
You only need to trim a small amount of insulation off (I did a bit too much) as there's a 'dead end' in the middle of the connector. Quick squeeze with enough force to clamp it, but not so much as to tear through the insulation (I used standard crimping pliers for insulated connectors) and then get the heat gun out to shrink down the outer barrel, which helps support the wire in situ.
I fitted a new gasket between the body and lens - they're about £10 each but given how compressed the old one was they're worth doing. It didn't look like the clips were going to go back on very easily, but tucking them over the lens and then pushing on the centre of the clips will stretch them out enough to clip back over the ribbed plastic.
New (on the right in the pic if it's not 'blindingly' obvious vs old
Up close
The alleged colour matching old bulb for comparison!
It's a lot of aggro to go through but if your headlights could do with a refurb, or you just like a 'little' project it's not so bad to do

I'm really pleased with how it's turned out - will have to wait and see what they look like in the dark with the headlights on as well!
Adrian