It freaking worked !!! I don't know how to thank you man !
I just stuffed some felt on those areas you mentioned without using glue and I shut the sunroof on them... I figured if it doesn't work, I won't have to deal with taking them off...
Now I am trying to find a permanent solution aside from the Velcro I have to glue on that piece of plastic.
Whilst I've been trying to resolve this issue, I stumbled across this topic from some Audi fellas that solved the rattle by adjust the height of the sunroof glass :
https://www.audiworld.com/forums/audi-a3-s3-rs-3-mkii-209/sunroof-rattle-2917598/
The pictures on near the end of the topic are quite self explanatory. The sunroof glass is held by two torx bits in the rear, the solution mentioned is to loosen up one of them and then adjust the height... now that I understand which part rattled, moving the sunroof glass slightly up will make it sits far off the plastic piece... so no rattling !
I didn't try it yet, but just looking at how the sunroof sits in my case :
Driver side (left driving) :
https://photos.app.goo.gl/5GT8S3MmCvImifUk1
Passenger side :
https://photos.app.goo.gl/UrtBTy6dnYmfJfJQ2
I think that the sunroof on the passenger side sits slightly lower that what it should, judging by the trim piece that looks that it's slightly off alignment while in fact it sit just fine with the rest of the assembly of the car.
I don't know how these things work but I think that this the main reason why it rattles in the first place.
Is it the case for your car ? And based on your experience and working background, what do you think I should do... take the chance of readjusting the height of the sunroof glass (with a chance of making a mess doing it) or just glue some Velcro underneath and call it a day ?
On a second matter, I think the cable that goes underneath the sunroof also moves, its rattling is very soft but still there... Did you have that one too ? Or do you have any idea how I can access it to Velcro the hell out of it too ?
Again I sincerely thank you for your contribution ! It helped a lot.