Interesting this, as the symptoms and subsequent faults all support the information supplied by various members here - pity that BMW don't join the dots so well and look at these clearly related issues:
My problems in order of occurance and fixing:
1) DPF Warning light appeared the day I picked up my car from the dealer 55k - result dealer had to replace the DPF
2) Economy below expectations - no action or recommendation
3) Identified as briers mentions above through the hiden menu that the engine was running cold - result both stats replaced by dealer (BMW Warranty paying for main and me EGR one as I wanted it replaced) Economy improved.
What's the bet that the DPF issue (couldn't get it to regen) was caused by the cool running car (evident from the economy issues)?
Hindsight is such a wonderful thing - imagine where we'd be with out this (and there are others, apparently) forum?