Almost sounds like the handbrake is slightly stuck or something - there must be a major issue somewhere.
The 120d I had for a courtesy car (for two days) was utterly thrashed to death on country lanes (which was rather fun) yet appeared to use almost no fuel at all. I know it's a bit lighter but no by much. I reckon I was getting not far off 50mpg in it.
The 20d engine's main plus is a near unbeatable combination of decent power with amazing mpg - you seem to be missing that vital second bit.
The dealer response is disappointing. I'd demand a full diagnostics test. One of the Sytners people that post on here might be useful?