I have the luxury of the use of a fly press and hydraulic press at work, they pop out nicely on the fly press.
But failing that, the threaded bar option is the least dramatic. I used this to get the new ones in as well

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It can be a bit tricky using a vice, especially single handed, getting it all lined up and then doing it up.
I agree with Tony's hammer comment, they are designed as shock absorbers!
The fire option does work, but make sure you have an 80 sport around in case of a calendar photo opportunity

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quattro RR - crystal silver
quattro WR - 1981 Lombard RAC rally recreation (50% share)
Nissan Navara - tow car / service vehicle for above
A4 2.0T quattro s-line special edition - wife's
http://www.flickr.com/photos/37654549@N06/sets/