A couple of things to note:-
(1) Get your local Audi dealer to make sure your MMI system's firmware is fully up to date. They should do this for nothing, or else a minimum charge. It's only software, and they usually do any updates during a service and don't charge then.
(2) The N95 phone itself may need updated firmware. Check the Nokia website and forums.
I had similar issues with my N73. The firmware updates cured it.
I would now go one stage further. Accessing the SIM card contacts is the poor man's solution, and yesterday's technology. What you really want is for the MMI/Bluetooth integration to read the phone's internal phone book. This can be achieved, but needs a small app loaded on the phone, called "Nokia 810 Contacts Download" (
http://europe.nokia.com/A4143881 - select 3rd edition). Delete BT pairings, install into the N95 and set to automatically start, then re-pair the phone with the car, and watch. Be careful though to make sure contacts in the phone have at least a firstname or surname field, or you'll just see a phone number.