Firstly, thanks for the help. Its the MK5 GTi Edition 30 so yes turbocharged (230bhp). The figures I've stated are averages for each journey not momentary MPG's. For example the very best I've had is 38 and the worst a 24.
I drive sensibly on the motorway at bang on 70mph as per speedo. Particularly on journeys to work and back - there isn't usually much point in driving aggressively due to traffic etc.
I'm after something similar to a work A3 2.0 TDi 140 I borrowed a few months back, I literally couldnt get it below 40.