As with any wiring: don't be in a hurry, have a clean work area and try to get as much room to work around your wires as you can. It's always hard to put the heat shrink on the wires before you connect them so try not to forget. Heat shrink beats out electrical tape any day. Especially if you are working on an Audi. We don't want to see any contractors electrical tape under this hood.
And the final result. The Audi's electrical harness wires are actually going to the correct O2 sensor leads this time. That should help.