I looked at doing the bearing only, (on a B6 - which I guess will be the same as your B7) and decided not to - watching the tech do it convinced me I was correct. A press was used, and it took a lot of pressure! I seriously doubt that I could have knocked it out. SO, the advice to buy the complete assembly would be good, depending on the price comparison between doing it yourself and paying a garage.
Audi would supply the bolt - I can say though that my garage didnt replace it - rightly or wrongly.