I, obviously, can't comment on the GTD fuel consumption as mine won't arrive for another 3 weeks or so but the experience we have with my g/fs new 120d M-Sport.
I've done a few runs in the 120d now and on the motorway at about 75 it averages 50mpg plus or minus 1 or 2 the official figures are 65.7 (combined) so about 23% worse than the official and it is on about 2500 miles now.
If I can get my GTD to average around 50mpg, I'll be happy... I never put much store in the official figures... to be honest the big driver for me to pick the GTD was its low emissions (109g/km) which makes it quite tax efficient relative to the GTI, the 120d etc.
I did find that my previous 123d improved fuel consumption with mileage... I bought an ex-demonstrator with about 3K miles on it and could barely average 40mpg... by the time I sold it I was averaging close to 45mpg. I suspect that was a combination of the car and me adapting my driving style...
As for the power side. I know you have sign speed test, Monkeyhanger, but is it really appreciably slower than your Scirocco? The significantly improved refinement may make it feel slower but is it really? As you've stated before they are about the same weight so the Golf should be slightly quicker...