Originally Posted by J28
It's difficult to explain but you're trying to put the least load on the engine/gears. Changing too early and having to put your foot down further to get to a certain speed will not help mpg.
Agree with what you are saying in the post. (I also drive a 330d auto). The quoted sentence is generally true, but diesel and gas (petrol) engines have different characteristics and you can find that the BSFC map of the NA petrol engine suits slightly higher engine loadings to run the lowest consumption. Too light and you have more losses than running higher throttle settings.
Still best to experiment, and see the results.