38 on a steady run is certainly doable on a long journey in a GTI. I've even seen 40 but that was on a pretty poor road where 50 was the top speed.
Just driven from Leeds to North Essex, 200 odd miles, average speed of 63mph and a reading of 38.3mpg. And gave it some beans on the dual carriage way the final 7-8 miles

I am very very impressed with the ease of the GTi engine and its economy that you can get from it without being tedious in your driving. Obviously my run was near perfect, I dont think I braked until the last 7-8 miles - but I think 40mpg is achievable, and the quoted 35mpg easily achievable without trying too hard