There are a few things you can do to find a vacuum leak, in order of increasing cost:
- Visual inspection of all hoses and check valves, including everything from intake, SAIP, MAF, TB, intercooler, and all hoses in between.
- Spray carb cleaner around the engine bay with the car turned on - should the RPMs change when you're spraying on any specific area, you've found your leak.
- Build a boost leak tester to stick into your turbo inlet pipe: :: a4mods.com :: - The Premiere Audi A4 Modification Guide and Pictures Library I made one far less extravagent than this for $5 worth of Home Depot materials.
- Have a smoke test performed at a garage.
I made a cheaper version, but it works really well. Just a PVC elbow, a PVC cap, drilled a hole in it and stuck a compresser mating in it. Around $5. Pretty sure there was a thread on here where I got the idea, but the only boost leak tester link I can remember is the A4mods one.