Can I relace a Xenon headlamp in my S4 on my own?

Not sure with Audi but some of the Asian cars I work on use "tamper proof Torx" screws due to the high voltage at the bulbs when the lights are on. Usually not a big job, bulbs are pricey.

yes, there are 4 #30 torx screws that hold the headlight in. the 2 on top get removed, the lower rear ones just loosened. pull the headlight forward and open the door, 1/4 twist the red/black connector to get to the bulb. HI VOLTAGE!!! DO NOT HAVE THE LIGHTS ON WITH CONNECTOR LOOSE!!!!