That's odd because my '07 MS3 seems to be running just fine on one step colder plugs than stock. I'll pull them out when I get back from Dad (he's borrowing it right now. Long story). I also put a lot of highway miles on it and make sure to open the car up from time to time (force of habit from driving my RX-7s). If I were driving in mostly stop-and-go traffic the colder plugs would probably foul up in no time.
I'd be careful about going with one step hotter plugs. At least on the 07-09 MS3s going one step hotter than stock can introduce more knock.

