temps and mpg are a bit low and not necessarily related either.
My 335d gets about 32-34mpg on quite short journeys (less than 10 miles 1 way), if the mrs drives its about 28-30 as she is hideous at controlling flow.
When i worked further afield on A roads the thing would quite happily see 36 and even 40mpg in light traffic. On m-way in steady traffic it's 40mpg +
It really depends where and how you are a driving it, the low coolant temp might not be helping to the tune of about 2 mpg, your fuel may make a minor difference too (shell being best for me) and you might have other issues like dirty MAF, other maintenance etc. Have a look at other poor mpg posts, mainly from 320d's i think some people had work done which transformed the results but i cant remember what it was.