I still haven't redlined through 5th or 6th, but I redlined through 3rd on my way home from the dealership a couple times the night I picked it up and every time I drove it after that for the first 1000 miles or so. Haven't burned a drop of oil. I'm sure DrGP will chime in to second this, taking new car full throttle to redline (or close to redline) after it is fully warmed up and engine braking as much as possible is the best way to fully break in a car and ensure the piston rings fully seat.
2011 S4 Premium Plus 6MT, Sepang Blue Pearl, Black Silk Nappa, Sport Diff, B&O, Nav, Ti Pkg
About 20. Got the car with 12 miles on the odometer. Wanted to be sure that oil had warmed up. BTW, I recommend WOT to the red line 3 times a day until you reach 1000 miles. Followed by engine braking. This IS beneficial for getting the rings to seat completely. 11k miles and NO appreciable oil consumption. All cars will consume small amounts of oil. Unfortunately, some that have not been
broken in correctly will consume more.
ACTUALLY, I re read your original post and you say red line through ALL the gears. That I would not do until 1000 miles. To the red line in any one gear, at any mileage. In all gears, 1000 miles