An observation after 12 years with a Mk4 TDI 130. My old TDI would easily do mid 40's and occasionally low 50's, even fully loaded, and "at speed" and would quickly show maximum mpg on the display.
My GTD has some different traits. MPG starts off sub 40, and slowly rises. This may be due to the mileage still being below 10k. My experience of a number of almost new VW diesels as hire cars is that they are initially tight so not economical until loosened up. Yesterday I travelled from Yorkshire to Cheshire, mainly on A and B roads (1 up) and achieved just over 56mpg without trying to get economy.
Today I went down the M1 to Derby and back (4 up) and only got 46mpg.
Incidentally a headwind makes a big difference - 2 or 3 mpg in my experience, but you can only tell when doing a return trip the same day when the weather is consistent over the day.
