didn't you watch the stig in the 535d on topgear? go check it out. it ran slightly slower on their track than (i forget if it was a 535i) same platform car. this was a few seasons ago so you may be able to topgear it.
diesel cars get great gas mileage when you aren't dumping mad power out of them. just like the prius MPG goes into the toilet when you drive it like you stole it (especially tuned).
the advantage in europe is their clean diesel costs the same as their v-power (99 or 100 octane UK [=92 to 93 octane US R+M/2].
We pay about 10-15% more than 93 octane for clean diesel. Plus the mandatory UREA on us bmw's (i'm pretty sure) may add more costs of operation but i am not clear if bmw requires a UREA for their cars yet.
I'm pretty sure the USA gasoline still contains too much sulphur to do the stratified fuel injection that the european gasser's can do which is about 10-15% more MPG at steady state speeds/idle than the american counterpart.
i'd be curious about the weight difference between the 3.0 sequential twin turbo diesel block is compared to the x35 block and turbo etc.
2008 335i montego | stock
2002 A4 1.8TQS | APR 1+
1990 VW Corrado | Stage 4 by SNS