Did this yesterday in my GTI...
Long day driving but I emerged with no aches or pains whatsoever. The GTI/D is a brilliant cruiser and I'm quite happy with 40mpg to be honest. It was mostly motorway driving but with loads of stop/start and about 100 miles of slow A-Road/town centre driving so pretty good.
Yes, the GTD will have used less fuel, but 40mpg is just fine for me. The DSG box and the adaptive cruise made the motorway sections of the journey totally effortless. I've broken past 10,000 miles in my GTI now, well on the way to 11k and it's been utterly brilliant.