I haven't driven the Audi with ceramic brakes, but I have driven Ferraris, a Porsche, a Mercedes, and a Bugatti with ceramic brakes. The pedal feel of the ceramic brakes are a little bit vague at first - when the brakes are cold on some of the vehicles I drove, but after a few applications of the brakes, all the vehicles exhibited very superior braking performance and very good pedal feel compared to steel rotors.
In one case, I had accelerated more than I had intended to and I hit the brakes. The car did slow down, but the pedal feel was not very responsive which was discontenting because the car wasn't slowing down as fast as I would have liked to considering I was depressing the brake pedal with fairly moderate force. However, after that, the car's brakes "woke up from its nap" and the car had better braking power, better brake "bite" and response, and overall better brake feel.
Overall, I think ceramic rotors are good for track use, but not for daily use. In daily use, you might have to warm up the brakes to get satisfying brake pedal feel. Furthermore, I've been told that ceramic rotors are somewhat fragile. Little rocks and gravel supposedly chip up the rotors. I haven't driven a car with ceramic brakes for a long period of time, but I wonder what it's like.
As for the BMW M3, I truly love the M3. I think the M3 is a great car. However, there are two caveats to the BMW M3; (1) the engine's lubrication, the E46 M3 had a high redline but a conventional oil delivery system. In certain turns with high g-forces, there would be a small chance that the engine would be starved for oil. The E92 M3 has rectified this situation by having a partial wet-sump oil system. And (2) the BMW M3 has sliding calipers both front and back. Personally, I would prefer large opposed piston calipers as I believe that you somehow get better brake pedal feel with opposed piston calipers. And if anything else matters, they look nice aesthetically.
But you are absolutely right regarding the mounting, the mounting of the calipers must be extremely stiff to ensure proper brake feel.