We study infinitesimal deformations of autodual and hyper-holomorphic
connections on complex vector bundles on hyper-K\"ahler manifolds of arbitrary
dimension. We describe the DG Lie algebra controlling this deformation problem,
and prove that it is formal when the connection is hyper-holomorphic. Moreover,
we prove associative formality for derived endomorphisms of a holomorphic
vector bundle admitting a projectively hyper-holomorphic connection.Comment: 26 pages. Comments are very welcome