Hi Pete.
Like you, I was keen to use my phones data plan as a connection for online services.
I believe there is an option in the MyAudi App, under the services section, called vehicle connection that should allow for this. On android it's under the user icon (bottom right).
Unfortunately, like many others have already reported, it doesn't work. At least not on Android.
Enabling the option "MMI Wifi Connection" just shows as "not linked" and there doesn't seem to be any option to link the app with the car.
I do however believe that there is a 'fix' that allows this to work on iOS devices.
https://www.e-tronforum.com/threads/mmi-wifi-connection-not-linked.7646/
Until Audi sort out their buggy software, the only option is 'Hotspot' which isn't ideal.