Yes, you can definitely adjust the VNT actuator while on the car - unless it's too badly rusted in place (the adjustment nut on the rod, that is)...
http://www.myturbodiesel.com/1000q/a4/VNT-wastegate-adjust.htm
Yuri
http://www.myturbodiesel.com/1000q/a4/VNT-wastegate-adjust.htm
Yuri