So the system works, but each of the SDA and SCL lines draw 0.66 mA while the pro mini is sleeping. I have tried all the pin mode combinations on A4 & A5 with no success.
The culprit is probably the level shifting on the module:
"we spun up a breakout board that includes the Filtered version (the white bit of plastic which is a PTFE filter to keep the sensor clean), a 3.3V regulator and I2C level shifting circuitry."
Short of hacking the module it looks like I will need something to disconnect the I2C bus. Apparently an ADuM1250 would work, but the hardware a bit expensive:
http://www.analog.com/media/en/technical-documentation/application-notes/AN_913.pdf
Any better solution to use this module in a low power pro mini node?
Franck