You're going to need an Rsx Type S Shifter mechanism and a speed sensor from any 02-04 transmission with what you're doing.. The bearing from the A3 casing you are hearing about is the needle bearing for the countershaft. The ep3 A3 tranny has the 4.7 countershaft and so does the Z3 tranny so the bearings are the same. Also you will need a speedo ring gear to put on the Z3 differential so that the VSS will be able to read off of it.
Check out my fs thread Im willing to part with the rocker assembly cams and valvetrain for 175 plus shipping. Hell 200 plus shipping you can get the entire head. Its missing the bolts but will have what you need to swap over to your A3 head. Look up the member mikedillard07 it was his head and he had it running in his car