Hope this helps.
For easy access I took the glove box out (6 bolts), and cover between the steering wheel and pedals (2 bolts).
The Dash illumination uses a +12v variable voltage (dimmable) feed, I sourced this off the main light switch, pin 10 (brown) is 0v and pin 17 (grey/blue) is the var. 12v fedding all dash led lights.
The vents have a 2 pin male pin connector located on them which are 0.1" pitch. Now I could have sourced the correct polarised connector from Audi but this did seem a little bit unnecessary. I actually used a computer type connector typically used on PC motherboards which was very small and would fit in the existing Audi vent connector. The only caution was that it was not polarised - i.e. if connected the the wrong way round the illumination led would not light - remedy change the connector to the correct orientation - leds should not be damaged.
I sourced parts from http://www.farnell.com
The connector housings (10x part no. 865606) and female pin inserts (100x part no, 1022219)
Approx. £6.60 plus P&P
I soldered the wires to the crimp pins.
1 housing per vent and 2 pins per vent.
Then it was just a simple case of feeding the wires to the 3 vent connection points, passenger side, twin vents above radio and drivers side and back to the light switch.
Now the centre vent connection when I did it was easier since I did this when I had the complete centre console out - I was doing a single to double din change at that time. Take a look first from the glovebox aperture as I seem to recall you can see the wires to the left side vent icon? The connector may have been above the radio between the two vents??
At each vent, I checked each connection as I made it for correct polarisation - lights on/off. If no illumination turn connector through 180 degrees. Best to use colour wires for connector to gauge orientation, i.e. black = 0v, Blue = +12v(var.)
I would recommend putting in a couple of spare illumination wires behind the coin holder and cup holder - you may have the illumination there ready to connect should you come across a replacement part off fleabay at a later date - that's what I did for these two later items.