I suspect its the crappy coilovers that are causing most of the problem, although i agree i wouldnt want to run anything smaller than a 45 on a daily driver.
As phoenix says, some good lowering springs on OE dampers works well (eibachs pro-kit comes recommended), however new sports shocks are ****** expensive from audi, so much so that it works out the same to simply buy a complete setup like a Koni SSK or Bilstein Sprintline/B12 kit outright. Eibach also offer the "ProSystem", which is their pro-kit springs, coupled with their "Pro-Damper" shocks
To give you an idea of the costs, the Eibach Pro-Kit springs are around £150, and the Pro-Dampers are around £470
New audi Sports dampers are around £400 (this is a rough estimate, perhaps phoenix can confirm)
A set of Bilstein B6 shocks to go with the pro-kit are around £420
Koni's SSK kit is around £570
Bilstein Sprintline is also £570, B12 is slightly less at £550.
Given the cost of using the pro-kit springs with new OE dampers, i would be tempted to buy one of the complete kits instead.