Hey, I just had the F7010BT installed in my VW GTI (same platform as your A3) and this is what I purchased:
1) Connects2 CTSVW002 VW Stalk Adaptor Lead
2) Connects2 CT23VW01A VW Golf Double DIN Fascia
3) Connects2 CTPIONEERLEAD Universal Stalk Lead For Pioneer Units
4) powered antenna adaptor
Obviously you will need the Audi parts that match the above.
I ordered all of them form In-Car-Express which is a European dealer as there are no Canadian dealers for this unit. It took about 8 days to arrive to my door from the time I ordered it and they were very easy to deal with.
It allows you to keep all of your steering wheel controls exactly as OEM. The only thing you lose is when the MFD is on your audio source it only says "Audio or Pioneer" as opposed to the station or track number. So far (knock on wood) it works like a charm.
Cheers
HR