The 8-pot Brembo front calipers are a top quality setup with excellent braking power when cared for correctly. Make sure to stick with OEM/Audi or Zimmerman brand rotors as these have shown to be the most reliable and functional. Recommended upgraded pads are EBC Yellows and Hawk HPS Plus. Stock pads with their wear sensor pins tend to gouge into the rotor without warning over time; plus they have very heavy dust. One more note; EBC Reds have been shown to leave excess deposits, and in extreme cases shatter.
While brake maintenance can be simple, very few actually perform a proper brake service. There are many steps involved such as cleaning, lubing, and purging brake fluid. Rear brakes require a way to screw the pistons back in (can be a pain). Special tools are available for a complete job. Most front brakes should have the brake hoses replaced as they may be 10 years old by now. A complete brake flush should be done every few years also. Keep in mind the front calipers have two bleed nipples per caliper (don't strip them). There is a flush procedure to follow for the dual diagonal brake system. A pressurized fluid flush tool is preferred, unless you have two people. DOT 4 LV Pentosin is a very good fluid. 'LV' is crucial to the proper operation of ABS/ESP system and meets the latest federal specs.
There is a lot of cleaning involved. Scrubing, sanding/prepping all surfaces where the pads sit, wheel hubs, even the wheels – basically all mounting surfaces of every component. Proper use of caliper lube, anti-seize and loctite is recommended. Good quality tools such as torque wrenches are needed. The caliper carrier bolts should be replaced per VOA. There's a brake hardware kit available (guide pins and pad retainer) and it's a good idea to get that. There is some skill involved aligning the caliper to the carrier with the front brakes (if the two radial bolts are removed; or weren't aligned from the prior brake service).
Looking at a simple pad swap, the pads are pie shaped to permit swapping without removing the caliper or rotor. There are two drift pins on the top that hold in sheet metal retainer clips. You simply get a hammer, and a drift, and tap them out. Once out you wiggle the rotor a bit to push the pistons back into the caliper to free up the pressure of the pads, and then use a screwdriver (or even your fingers) to push each pad up and out of the caliper. Then it's merely a 3/8" rachet with a 10mm allen head socket (or a 10mm allen head wrench of course) to take off the two bolts that hold the caliper to the spindle. Hang the caliper from some metal wire or a metal coat hook that is tied to the upper spring to ensure the brake lines don't get stretched and bent with the weight of the caliper (it does weigh quite a bit).
IF the drift pins become seized inside the caliper (something that can occur on cars that drive in winter climates with salt on the roads), this might be easier said then done. The option is to then remove the caliper with the pads still installed (something that most calipers do anyway), and once removed, push each pad off it's seat and in towards where the caliper sits. Do one at a time so that you don't struggle with the retention clip, and you'll have the pads swapped out in 5 minutes.
The rotor is held in place by the wheel when it bolts up, so all you need to do is pull one off and put other on. Use a couple of lugs to keep it from dropping on the floor while you remount the caliper. Install the tire, then push the brake pedal 2-3 times to ensure the brake is pressurized. Again, always use caution and make sure everything is secured correctly. Brakes are the most important safety device on the car.
Noisy and Worn Brakes
At minimum one can try putting a non-directional finish onto the rotor. Use an airpowered scuffer wheel with 3M scotchbright type scuff pads. If the rotor is worn and discolored ("blued"/dark grey-blue color) then it's effectively heat treated on the surface. The surface becomes too hard. That is why rotors are machined (mainly), but the benefit is warped rotors can also be made flat again.
You may need new pads, but avoid ceramic type pads as they are very hard. Worn or loose brake shims/guides can add to the problem. Not really an issue on these brakes (due to fixed caliper design), but the retainer spring plate needs to firmly press on the pads. I have been spraying anti-squeal goop on the back of pads for this car. Mainly to help with pad retraction, not for the anti-sqeal "aid". Pads that do not retract far enough will drag and become glazed (and wear more).
EBC pads (Yellow recommended) come with a "bed-in" surface prep sprayed on. Sounds like rocks in the brakes at first few stops, but does help to cleanup old rotors. It's a band-aid, but does help. Hawk HPS Plus pads are also a very good option. Sometimes just re-surfacing the worn rotors and adding new pads can make things right.
Hammering on the brakes won't hurt anything and is worth a try. Pads come pre-bedded nowadays. The pad may seat better (to the worn rotor). Most OE type pads won't take much heat so be mindful about over doing it. It'll make the symptoms worse and can reduce braking power afterwards. The rotors take forever to cool down. I'd suggest driving for at least 5-10 minutes afterwards just to let everything cool down.