I'm running a setup almost identical, but instead of 15mm front I went for 12mm.
1) Short answer is yes but there are conditions! Obviously the locking wheel bolts need to satisfy the 20mm spacers as a must. As long as they are long enough to engage all the thread in the hub, you will be ok. Usually this equates to 6-7 turns. I have the same length locking nuts on all wheels even though they are spaced to different levels. My locking nuts are 50mm in length front and back. This ensures good engagement all round and doesn't protrude from the rear of the hub (please please make sure you can freely rotate each wheel after fitting to ensure bolts are not protruding the rear of the hub BEFORE lowering the car).
2) Size, with regard to length, take this as a general rule. Wheel bolts need to be longer by at least the width of the spacer used. This ensures thread engagement in the hub remains unchanged.
3) My locking nuts were supplied with my spacers along with the extended bolts. The normal bolts were different lengths front and back, to cater exactly for the width of spacer used; ie my front bolts are 12mm longer than standard and rears are 20mm longer than standard. I got all of the kit from Graeme @ GNJ Motorsport. Spacers and locking nuts made by TPI.
If your using Audi supplied wheels and not aftermarket alloys, you will need to ensure the bolt is the correct shape. OEM bolts for Audi are usually Radius heads, make sure your aftermarket bolts are the same. Take one out to have a look if your unsure. Pic below shows the different types.
Some pics of some cars with the spacers you've chosen also available
here and
here.