No, the A4 fogs wont fit as far as i know... also, the fogs linked in the above post wont fit properly either as you're looking for S-Line fogs between 55-08 and the ones linked above are for a non-sline A3 2009>. Someone will be along to correct me though if I've told an untruth!
I'm in the same situation - the fogs and fog grilles are all I need now then I'm ready to have the work done regarding a conversion. I spoke with TPS on Friday (The Parts Specialist) who stock/order VAG parts for dealers/indi dealers alike and they are a little cheaper than AUDI. They have units dotted all around the country so check for one in your area and give them a call. Just for comparison sake, I spoke to AUDI and they were looking to charge £69 per fog, TPS asked for £50 per fog...