I hate to say this but I've been saying this for a while on this forum... 10-20k miles is when your start to see better mpg.
My Polo was the same.

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Never seen this with any previous TDI (6 bought new before this one), a small incremental increase from 0 – 2000 miles in output, but not really in mpg, and certainly no long term gains like that.
My Scirocco 170TDI was extremely tight from 0 – 320 miles/500Km then opened right up and didn’t incrementally improve after that to any great degree, it was as if a switch had been flicked.
If it is the case to expect noticeable improvement with large mileages going on, then it would suggest to me that the increases seen as the miles go on are as a result of engine management programming – intentional retardation of efficiency/output by VW until the 1st service – perhaps to protect the engine with the oil filter probably collecting the most debris the engine will ever give out between services.