I have a 2002 A6 3.0 (AVK) and I have just finished replacing the passenger side head gasket. After getting it all back together, I am experiencing very rough idle. I am showing multiple misfires in cylinders 4, 5, and 6 (entire drivers side). The engine smooths out when you rev it above idle. The symptoms sound like a vacuum leak, but I smoked it and found no leaks. Any insight?

 

Are you getting any CEL? With multiple misfire, you should. Obviously did you or they time it right? Also check the compression and see if the new gasket is seated properly.

 

Probably HX is right about the timing, since you have no vacuum (or gas) leaks.
By the way: did you make sure you installed the h-gasket with the lettering facing upward?

Anectode:
I changed a couple of months back both head gaskets and, after putting the engine back together, I happened to slip in the EGR gasket only on one bolt. Is a pretty tight place with everything installed over there, so I didn't notice it was fastened wrong. I could have bet my life on it I installed it right. Obviously when I wedged it in, I did a poor johb holding it in place while trying to get both bolts on.
Least to say I had a pretty bad leak and when I first started the car it was idling pretty rough and with an audible hissing.

 

The cam is timed wrong......