I'd think a problem with the exhaust is probably more likely. If the catalytic converter has failed then it'd be semi-blocking the exhaust, causing back pressure, leading to poor running and stalling and a drop in fuel economy.

However, please, please stop replacing parts at random. It's throwing money away. Have a look on this website for recommended garages in your area ( or there are other similar websites that do such recommendations), and get it checked over by someone who knows what they are doing.

Ben, regarding your problem, my thoughts are as follows, before you get into spending money investigating this, do some basic checks and eliminate any other possible things that may be aggravating the smooth running of the engine.

1.is your cold starting procedure correct ?

Check your handbook and find out if you should or should NOT let your foot depress the throttle when starting ( always depress the clutch fully when starting, this takes the load off the battery)

2.Always park your car with the wheels facing straight forwards, often small engined cars which have power steering tend to stall at low revs when steering input is selected ( eg you have the wheels turned), so If you have parked on full pr partial steering lock left or right and you try to start in this position this could cause the engine to stall, this is worse when the engine is cold.

3.When these engine stall from cold often they are harder to start and require the driver to use the correct procedure to start a flooded engine ( check your handbook)

4. your fuel consumption is typical for winter driving for this engine. to get anywhere 38plus you would need to be doing 15 to 20 mile single journeys most of the time

5.on a dry day try and get under the car to check out the exhaust,, this is easier said than done and can be hazardous if done incorrectly. Do NOT jack it up and get underneath with just a jack holding the car up, the method I use is a cut down old railway sleeper ( cut at 45degrees one end) I just drive the car up on it on one side, set the handbrake, AND chock the two wheels touching the road, then you can crawl under it and have a look round for evidence of leaks.and if safe leave engine running

5.If you think the head gasket may have blow, look up the symptoms monitor your water temp and water use, a decent garage can confirm this by testing the coolant for escaped gases ( that have leaked from the engine into the water circuit)

6.are your spark plugs and ignition leads in good order ? if the problem is worse on a damp day you could have a defective ignition lead.Try looking at teh leads in pitch black with the engine running, you may see a lead arcing to earth

does the exhaust smell of petrol ?

when my inlet manifold gasket went, it did sound like a light "popping" at the back .
and it did stall if revved and left to idle.

A mechanic recommended spraying wd-40 near the inlet and listening for any changes to the revs..

HTH
Liam