Rear Reading lights & glove compartment illumination may be possible.
Entrance light, front footwell lights (LED),vents, door control illumination and active door reflectors doubtfull.
Blade made a good post. (Rear reading lights might be especially easy since light is already there isn't it, so just replace it with a module that houses reading lights - cabling might be the same, so spare part cost mostly...) Since the lightpack doesn't probably include any difficult electronics or changes to the structure of the car, the general answer is, sure, get all the parts and strip half the car inside out, sure it can be done. The realistic answer is that a dealer probably will not do it, not all anyway.
People have retrofitted lightpack elements on an A6, for example here (and do browse the rest of the thread too), the door light bars:
http://www.navplus.us/forums/showthread.php?t=7887&page=4
But since A5 doesn't have door light bars (the long ambience bars under the decorative trim), that isn't really relevant, just an example of what it takes.
The actual fitting of the lights is probably the easy part. Place for the light is probably already there in many cases, just with some cover, you just need to add the light element (or replace the existing part with one compatible/including the light). The hard part is wiring the cabling to all these lights that might not (probably isn't) be there readily.
The realistic answer is, choose one or two most important lights for you and try and get a quote from the Audi dealer for those. They could probably do some of them, like Blade suggested above. Or, try doing it yourself and you can, in time, even complete the entire retrofit since your own time (freetime) doesn't cost in money terms and you can space out the project as you need.
You could get Audi repair manual and find out yourself how to remove the necessary trim and wire cabling and lights there (which you could probably buy from spares, cables you might have to do partially yourself or try to get e.g. Kufatec.de to help you, if they are not available as separate cables from Audi).
Notes on Audi repair manuals - How to find/access them
http://www.geocities.com/a6retrofit/articles/audirepairmanuals.html