It sounds like it is one of the motors on the vents. You need to do a VAGCOM scan to be sure, this will show you which one it is.
I have just had the re-circulating motor replaced under warranty. I heard a noise and did a scan and it came up with an intermittent error. So I got it into Audi before the warranty expired. For the one I had replaced I think it was about £80 plus labour. The total was about £350 I think. I am a bit vauge on the cost as it was, as I said, done under warranty. I believe this is the worst one to replace the others are quite simple.