Just a note that I felt is worth adding. For those without much time, the critical passages are here **
I should stress that I am a real believer in Febi parts and use them for most things. I had a coolant sensor 'open to earth, intermittent' fault on my AMF for a while - not the dashboard feed which was fine, but evidently the ECU feed was sometimes giving the ECU an erratic signal so possibly affecting fuel economy slightly. Bought one of the Amazon link ones in several months ago with overnight delivery at the usual decent price. Thermostat was changed at last year's MOT and made a difference on indicated warm up so clearly was also lazy previously.
Decided to swap the sensor in a few days ago. Whipped off the fibreboard cover over the engine and disconnected / swung the boost pipe up and out of the way. Found that at some point in the past the wee plate that is 10mm-bolted onto the engine with sensor loom attached that you need to remove to access the sensor was not there, so I had a clear view of the sensor and the sensor clip holding it in place - one step in the process eliminated. The light was also near-perfect to do this job - direct sunlight from over my right shoulder.
Removed the sensor clip with my 90-degree pliers. For practise I then clicked it back in to get the angle, then unclicked it again a couple of times to make sure - easily possible with fingers for once (compared to my BHC). Then wiggled the sensor gently until I could back it out of the o-ring. With the expansion tank lid and bleed valve closed, the pipe from the radiator bleed valve to the sensor housing drained some coolant out via the sensor port but that was it. Removed the old o-ring. Undid the sensor connector (it was rotated at an angle when in situ that was not permissive to undo the clip), and removed the old sensor - Audi part number stamp on it with some copper oxide stains at the interface with the o-ring suggesting it may well have been original or near-original. Wetted the new o-ring with dribble of coolant, put it on the sensor and slid the sensor into place. After a couple of goes I got it to seat fully, then I went to use the new clip that was supplied by Febi.
** This is the point where I encountered an unexpected issue. Using the same approach as with the old clip 2 minutes previously, I rotated it into place and then tried to push it home - and found that the leg at the back of the clip (out of sight) wasn't locating into the slot and instead was twisting when the leg 'on this side' was entering the slot fine. Lifted it out, straightened it up and tried again. After around 3 goes at this (bearing in mind I've done it before, my access was good, the lighting was good and I'd just practised it) I realised that there was something different about the clip in the way it felt in my fingers. Comparing the new clip with the original side by side, the original is exactly the same shape - but from the side, the new clip was a fraction of a mm slimmer - and consequently also bendier.
I then re-used the original clip which went in first time and clicked home securely. Topped up and bled the coolant (large amount of bubbles out of the bleed valve atop the radiator as the new coolant went in). Put everything back together, ignition on, cleared the sensor fault - and it eliminated for the first time - ran the engine for a few minutes with the cap off to drive any more bubbles out, final top up to the line and then put the bonnet on. Test drive was drip-free, so I am satisfied that it is job done. Will keep an eye on fuel although with winter tyres swapped the same day and colder weather coming I doubt I'll see anything dramatic.
** So the message is - keep hold of the original clip when you remove it. If the new clip (from whichever source) is slightly undersized, it would probably be a good idea to re-use the original or another of equivalent 'thick' spec. Weirdly I don't remember this being a problem when I did my first sensor replacement, so whether there has been some batch to batch variation at Febi is unclear.
part number for the clip is - 032121142 (20mm coolant sensor clip) - whether Crewe Audi do these at a sensible price would be worth asking.