There might be nuances to later A/S/RS5 models, but broadly speaking, yes - they do work.
Actually they're available as genuine accessories from your dealer. If the car has AMI, it can be connected to Apple [<spits>] devices, USB Mass Storage devices, and analogue audio via 3.5mm connection; it's just a case of getting the right cable.
There's the rub - there are (or were when I was looking a while ago for my C6 A6), putting a conservative estimate on it, around four million different revisions of the cables. While they all look largely the same, they can be pinned-out differently; so if you're buying from eBay without a specific part number, make sure the seller's willing to refund/replace if it's not right, and I'd tick 'UK Only' to save having to post stuff back to China.
If you reply with the year of your car; I'll see if I can find a correct 3.5mm AMI lead part number for it.
Also... If you're talking about getting a 3.5mm lead for Spotify from your phone, I'm guessing it's not an iPhawn (or you'd get an iPhawn lead)? In that case, you might want to google "Audi AMI iphone cable bluetooth mod" - basically, by shorting out a couple of pins in an iPhone lead, you can turn it 'dumb' - it'll forego any control signals and just open its analogue audio pins; if you then drop a tenner on an iPod dock bluetooth adapter, you can hang that on the cable (cutely taking power from the AMI), and connect your phone via Bluetooth Audio profile
[Let me know if you need any further help on that one]
R