I've always used the proper audi nuts on my setup which basically a metal version of nylocs that are specified for the rs2 ( a version of this is where my turbo and wastegate are borrowed from) but use nordlocks with 80% of the fixings at work and really can't fault them
The ones in the link look very good and will be effective as can't imagine it would ever come undone but if space is limited them e clips would be awkward to fit and would have a few extra as they always ping off when trying to get them on and off ;-)