most wear indicators come on fairly early. The problem arises when you have uneven brake wear, one pad can be worn right down and the opposing pad can be fine. If that's the pad that hasn't the wear indicator on it you can wreak your disc.
IIRC, the minimum thickness for a pad to pass an MOT is 1.5 mil, so I'd expect the indicator to come on long before that.
I'd take a look myself, wheels off is a 5 min affair for piece of mind against what's needing done and not getting ripped off.
BTW, my 1998 A3 1.8 doesnt have any wear indicators...