OEM xenons

Well to do it properly, you'd need to fit all the self levelling sensor gear to the front and back suspension and also fit headlight washers - and I don't think that is realistically feasible, unless you know a pet Audi technician and can use his garage out of hours.....

I did it by buying a couple of Xenon headlight assemblies off eBay for £66 delivered.
I bought a couple of Phillips D2S HID bulbs off eBay for another £28 and a cable adapter (for £13 from Hong Kong delivered) to connect the pukka D2S bulb to my existing aftermarket HID ballast kit (which cost me originally £110 with a pair of H7 bulbs...).

Total cost to me was therefore £107 (plus the use of my old HID kit which was lying unused in the garage...), but if you bought the headlight assemblies, igniters and ballasts from VAG, I suspect they'd cost you a lot more...

You also have to transfer the manual headlight adjustment motors from the halogen headlights to the Xenons and transfer across the headlight adjustment wiring from headlight to headlight, as the auto-levelling motors that come with the Xenons don't work with the manual 3-level electric adjustment....

I have to say that I'm really happy with the result and I'd never go back to an aftermarket HID kit using re-based bulbs in ordinary reflectors again...
 
so it would be better to get the xenon light pods and an after market kit and fashion my own