First question is - do you have the 8P or 8V?
I am in the middle of doing mine now - just waiting for some RS7 discs to pop up at the right price - If you have the 8V, you will need a caliper extender bracket as a start. I think BKS are the only people who have machined one. It is 493€ shipped. You could, if good with a milling machine, make these brackets, but this something only you will know.
https://www.bks-tuning.com/audi/a3-s3-rs3/a3-8v/performance.html
Next you will need two RS7 discs p/n 4G8-615-601. You might be fobbed off with 4G0-615-601 that are much cheaper, but they will not fit as they are RS6 pattern that has a lower offset. I guess in theory these could be spaced out, but not something I would want to take on!
Then, if you want, you will need two RS7 dust shields - p/n 4G0-615-611G and 4G0-615-612G. Then just bolt all these together! No need to undo the hydraulic line, but you will need Vagcom to wind the caliper pistons back.
Now, an alternative is to buy the whole kit from BKS at 1636€ delivered. This works out not too bad with the discs costing 571€ each which is down from the retail of 600-700€, but does not include the dust shields.
RS7 discs crop up now and again on ebay at good prices, you just need to keep an eye open as I am doing now. If you cannot wait though, I found a good price of £690 for the two from genuineautoparts.com/uk.
Desertstorm, the 'upgrade' is really a cosmetic one. For some inane reason only known to some strange designer perhaps, Audi used the 'wave' disc on the fronts and a piddly disc at the back. Aesthetically it looks stupid. Many German owners make this conversion one of their first jobs. I understand from those with the mod that it actually smooths out the braking making the front dip much less violent. Aoon here has the mod, but he has not posted for a while. He was considering ceramics front and back though. Maybe he has them by now - in which case there might be a conversion kit in the 'for sale' section soon..!