Have you done a proper test by filling the tank to the brim and then refilling it after some mileage? Going by the gauge is never accurate unless you have a fuel computer of course.

If the car is burning excessive fuel you should notice black smoke from the exhaust, if the pump timing is retarded it will be difficult to start, over advanced it will be very noisy.

How are you driving it, are you used to diesels? If you rev it hard it will use a lot of fuel, you need to keep the revs down to around 2,000 or less. A TD would give you better economy and performance.