I did this before on my mk4 golf and liked the look so thought I'd have a go on the audi. Its time consuming but I prefer the look, similar to the cabriolet lights.
I took the lights off, split the headlights and painted the inside bit of chrome that surround the glass/ plastic. I left the rest but removed the indicator lense as I didn't particularily like it. the paint has no effect on output of the lights either.
just thought you all might like to see.