See
Audi Bluetooth / TEL interface - part numbers | Audi Forum for phone module part numbers.
8E0 862 335 <MY 2005.5 A4 (North America) - no Bluetooth
8P0 862 335 <MY 2004 A3 - Basic functionality only
8P0 862 335 A MY 2004 A3/A4 - Basic functionality only
8P0 862 335 D MY 2005 A4 >8E-5-533 000 - Basic functionality only
8P0 862 335 E MY 2005 A4 8E-5-533 001>>8E-5-600 000 - Basic functionality only
8P0 862 335 C MY 2006 A4 8E-6-000 001/8E-6-800 001>>
8P0 862 335 B MY 2006 A3/A4 (North America)
8P0 862 335 F MY 2006.5 A3/A4 (Europe)
8P0 862 335 G MY 2006.5 A4 (North America)
8P0 862 335 M MY 2007 (Europe)
8P0 862 335 J MY 2007 (North America)
8P0 862 335 H MY 2007.5 (Europe)
8P0 862 335 L MY 2008 (North America)
8P0 862 335 K MY 2008 (Europe, sw 0340) -> may get replaced under warranty due to faulty firmware
8P0 862 335 Q MY 2008 (Europe, sw 0350)
8P0 862 335 R MY 2008 (North America)
8P0 862 335 N MY 2009 (Europe)
8P0 862 335 P MY 2009 (North America)
8P0 862 335 S MY 2009.5 (Europe)
8P0 862 335 T MY 2009.5 (North America)
8P0 862 335 AA MY 2010 (Europe)
8P0 862 335 AB MY 2010 (North America)
8P1 862 335 MY 2011 (Europe)
8P1 862 336 MY2011 North America
As you can see only the original 8P0 862 335 doesn't have BT, all the others have BT.