Yes the noise is almost verging on unacceptable in the A3 IMO. My brother's 53-reg A4 1.9TDi is much better. Even if the 2.0TDI wasn't actually a step forward in refinement it still should be more sound proofed or something in the A3. It is annoying that my dad's 1995 Rover 420Sdi is subjectively better for noise particulalry as it's 10 years older. And their 10 year old Rover 75 2.0TDi with BMW diesel lump is light years ahead.
As is the case in most diesel cars, it's most noticeable setting off and in lower gears, and once up to speed it's not bad at all, but then the unusually high A3 road noise takes over
Meejaman, what sound proofing did you use and where did you put it in the engine bay?