Looks to me that the link you've got will give you everything you need to retain steering wheel controls, no risk of battery drain and the other adaptors needed to get your head unit working normally.
A Haynes manual has a good guide for removing the head unit and surrounding trim. Just don't remove the connecting leads to the air bag light on the dash when doing this job (it will make sense when you do the job), otherwise you'll need VCDS to clear the faults and lights on the dash. See my own project thread for details!