@Moellegaard no AudioSink at the moment, since the documentation doesn’t specify the way to handle audio streams (i.e. radio). Hopefully it’ll happen in the future.
@theo69 I bought the wired wall switch but didn’t test it yet. It is supported already by the binding so you may try it yourself 
@Olymp yeah, it’s the nature of ESH Marketplace Add-on - you need to install the marketplace bindings again after each update.
@Lewis yes, at the moment you need the Xiaomi Gateway. Just make sure you have at least Gateway v2 (with radio support), because the older one doesn’t support the developer mode.
Xiaomi sensors/devices are essentially ZigBee-based, but the only way to make them talk to the openHAB ecosystem is to connect them with (cloud based) Gateway.
@chris makes some great progress with the ZigBee binding, however I don’t think it’s possible now to integrate Xiaomi devices with it.