If the warning is going off, you have at least one bad sensor. If you had the warning before doing the brakes, you had at least one bad sensor.
I believe there may be a Vag-Com recoding that you can do to turn off the brake sensor warning function, but I don't know that anyone has done it. You would still need to have a Vag-Com setup to do that though.
Aside from that, there is no fix for this that I know of that doesn't require removing the wheels. And if you're going to have to remove the wheels anyway, you may as well replace the sensors and do it right. Why they weren't changed in the first place is beyond me, as once they wear down enough to light the warning, they're shot.