You can't replace four coil-on-plugs with a single coil, primarily because you don't have a distributor to send the spark to the right plug.
Distributors are failure-prone anyway, a rotating high-voltage spark gap switch, and the source of huge amounts of electrical noise.
The engine needs one coil per cylinder. The coil pack you linked to will not fit your AUQ engine without serious modifications to the wiring, and won't work properly as it is a wasted spark device, two coils firing plugs in pairs. The ECU expects four terminations to the coil leads, and will throw a warning light if two are left dangling, as well as no longer being able to adjust the timing of each spark.
With lots of luck and a following wind you might find an external coil pack with four coils potted together (maybe for a V8 engine) or four individual coils. Not likely to be cheap, though. You'd need to modify the wiring to take all four of the low-tension signal wires into the external pack, and of course you'd have to put in HT leads.
The most failure-prone electrical components on a petrol engine are the HT leads. Carrying high voltage, they break down when its wet, or if they're old, or sometimes just out of spite. They don't improve your reliability. They need replacing relatively often.
On top of that, your engine is designed to have the HT bits electrically shielded inside the cylinder head tunnels. Bring them outside and you'll get a lot more electrical noise inside the bonnet (long leads carrying high voltage pulses). The ECU relies on lots of sensors providing low-voltage signals through unshielded wiring. Electrical noise will upset the ECU. We've seen some of this with people having issues when using the Nime box(1) to revitalise their burned-out fans. This is not to say it can't be done, but VAG would have to re-engineer the whole engine electrical system to take account of the extra noise.
Taking the coils outside the cylinder head should make them a bit more reliable, they won't be getting so hot and if you mount them off the engine they won't be shaken up so much. They could be made a bit larger and more robust. But the further away you put the coils, the longer the HT leads have to be. And it's not true to say that external coils never fail. VR6 owners have just as many problems with their 3-coil packs (mounted on the engine, it has to be said), and replacing a 6-cylinder (or 4-cylinder) coil pack is a lot more expensive than an individual coil-on-plug component.
http://forums.vwvortex.com/zerothread?id=1568254
To sum up.
Pro:
Mounting coils externally (preferably off the engine) means they can be bigger and more heavily engineered. The environment is less stressful (cooler than engine, less vibration). This should lead to greater reliability.
Con:
HT leads: poor reliability, require maintenance, must be routed clear of hot engine.
Electrical noise under the bonnet that was not taken account of when the car was designed. Interference with ECU signals
Will require the low-tension electrical connections to be reworked and extended.
1: The
Nime box works well and is a good and elegant solution to VAG's quick-and-dirty way of controlling fan speeds with resistors. It is a switched-mode speed controller and sends low-voltage high-current pulses down the fan wires. It is reliable on cars it has been tested in, but the developer is not a big corporation and has only been able to test in a few cars, mostly provided by helpful customers. In some other cars it has been linked to CEL's and ABS irregularities. This is almost certainly because of noise pickup, crosstalk between the Nime signals and other sensor wires. With a little development this could be supressed. Note that more recent VAG engines use a switched-mode fan controller very similar to the Nime box, but of course they have done the testing and development to take account of electrical interference under the bonnet