I also have a BMW330d and i was using Morrisons fuel for quite some time as it is at the end of the road :embarassed: but one day was getting a bit to low to make it home to Morrissons, so filled up with regular shell diesel.
When i pulled out of the garage on to duel lane and floored it what a difference!

then the next time i was due to fill up headed back to shell and filled it up with v-power! All i can say is WOW

I fitted a tuning box on the old girl and it was like fitting two more tuning boxes!
So now the 330d gets shell all the time, and the other big bonus is i get on average an extra 70 miles to a tank more

On the golf fuel i have not used it enough to try different fuels, but will give it a try, shell first and then Tesco.
P.S. the 330 is so much smoother as well on the shell stuff!