Well the part number is 06A 919 501 A, you can also buy a new rubber washer for about 90p which I thought I might as well. Worked out costing about £35 - part a few people said it was best to buy this part form Audi, so I took their advice.
It's located on the coolant hose that passes to the right hand side of the engine and the battery. I found a really useful guide with pics and followed that. Probably take about 10 minutes to do.
VWVortex.com - DIY: Replacing your temperature sender with the updated one (green-top)
I'm not even joking about the difference it made, the car is boosting much stronger than before and the snatching back of the power I had when changing gear has gone too. I reckon this was the problem that AmD said was causing the boost to hold back a bit and suggested was the actuator, although given it's quite a common thing to fail I would have thought they might have suggested it.