Firstly, I should add that although normally MMI updates supercede each other [that is, you should only need to install the latest MMI update available], you have a very early version of the EU HNAV firmware [K0022] and there was a Audi technical bulletin [TSB] that said that you couldn't go straight to the latest from those early versions.
Accordingly, a stepped approach should overcome any potential issues and as they should only take about 5-10 mins each, it seems worth doing it that way to avoid any risks.
Secondly, I'm not sure anyone has suffered any issues with B&O updates [although I know there were problems with some early Bose updates], but for peace of mind you can cut out any amp updates by doing the following so as to be able to run in "User Defined" mode.
1) For each of the four SD updates that you're going to apply, using Windows Notepad, make the following change to the metainfo2.txt file in the root folder of the SD. [You don't need to change any other metainfo2.txt files on the SD, only the one in the root].
Remove the line "MetafileChecksum=xxxxxxxxxxx"
Replace with two lines
EnableUserDefinedSWDLMode = "true"
skipMetaCRC = "true"
2) Now when you run the update, you'll see two options for update: 'Standard' & 'User Defined'
Choose 'User Defined' and when the list of devices in your car appears, there are two possibilities. The line with your B&O amp type [there are a few different ones and I can't know which one you have] will have Y, S or N against it.
If it's N, it means no update on the SD for this device, so you have nothing to do.
If It's Y or S, you select it and you'll see the subcomponents listed. For each of these look at it and untick any tick boxes. This prevents the updates of that particular component.
Then just run the update and let it reboot and apply the updates for that level of firmware.