I rented an '09 Mini Cooper Diesel in Italy last summer (which, to be honest, was heaps of fun though it did feel too big for some of the roads I was on). I was driving it pretty hard, still managed nearly 45MPG+. Had I lef the "engine auto-off" enabled, and done some motorway driving, I may have done much better.
While I understand why BMW is only offering Americans the huge, powerful diesels like the 335D (to keep the NA brand's image up), why don't they offer a "Green" Mini D? It would own the Hybrids MPG and wouldn't be as awful to drive...