Hi p3asa,
I have a very similar thing and questioned it when I first bought the car. Only difference is on mine it is more noticeable when actually moving the car slightly forward or back when on full lock. I can't comment whether it occurs when stationary but can let you know later on. My bro-in-law who works at a VAG specialist tuning place said its quite normal and a lot of the modern cars do it apparently. My wifes A1 does the exact same thing too...I can't remember what he said causes it...
Oh and I thought it was from behind the dash as it was very faint but I noticed when opening a window, it is actually more noticeable from near the front suspension/wheel, maybe steering rack? area.