The taillights on the Audi TT are more than just an extra styling cue, they also alert drivers behind you when you're stopping. When the bulbs go out, you risk getting rear-ended by the driver behind you, which could cause all sorts of other problems. Fortunately, car manufacturers know that bulbs are going to burn out, so Audi made the process easy and simple to do.
Pop the hatch and locate the flap on the inside of the hatch, opposite the taillights. Open it up to expose the back of the tail light housing.
Unscrew the black and white thumbscrews with your hands, and then pull on the bulb cluster on the back. It's held in place with a ball joint on the edge of the cluster, so apply a little bit of pressure and it will come out.
Unscrew the bulb retainer using a Phillips-head screwdriver, and then pull out the bulb that you want to replace. Swap it with the replacement bulb, then secure it in place using the screwdriver.
Push the bulb cluster back into the tail light, and reinstall the thumb screws with your hands. Then close the access flap.