The Oil, Filter and drain plug self-crushing washer were all ordered from EuropaParts (EuropaParts.com: Online shopping for Audi and Volkswagen parts, fluids, tools, and accessories). Quick, easy and no issues of any kind. I'll order from them again.
Step one -
Remove the TDI engine cover and say hello to awesomeness! I had removed the rear plastic cover for cleaning, you do NOT need to remove it for an oil change.

Step two -
Remove the oil cap and filter -

Step three -
Lift the car and notice how much detail Audi put into the under-body aerodynamics. The oil drain plug is under there!

Step four -
14 screws removed. It was a combination of the four large ones, three small ones and seven of the one-turn style things.
This panel overlaps the front bumper tray cover and the transmission cover. It will drop out with little effort needed, but not fall.
Of note, getting it back in takes a bit more effort to ensure that the overlaps are correct front to back.

Step five -
Hello oil pan!!

Step six -
Remove drain plug. Make sure the crush washer is (1) attached to the drain plug, (2) removed from the bottom of the oil pan or (3) fell into the oil catch pan. DO NOT DOUBLE STACK new and old!!

Don't forget to put the drain plug back in and tighten to standard. The tightening was easy with a simple ratchet, no torque wrench needed. You'll feel it stop.
Step seven -
Replace the covers on the under-side. Again, make sure the panel edges overlap correctly front to back!! Tighten all screws and lower the car.
Step eight -
Oil filter gasket...don't forget to replace it. Peels right off. Lube the new one (it comes with the OEM filter) and replace.

Step nine -
Nipple down and towards the driver side of the car. Replace cap and tighten, like the drain plug, it will stop on its own.

Step ten -
Add oil.
I started with 6.5 quarts and started the car. After I shut it off and let it settle a bit, it showed "OK." Drove home and checked again, and added ~.3 quarts more. This matches what the owners manual says is capacity, 6.8 quarts with filter.

Step eleven -
Check the oil level in the MMI.

Step twelve -
Have cold beer.

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