I'm so glad its not just me thinking the same about mpg on a Gti with Dsg - mine is bog standard.
I have averaged 26mpg over 12 months of various driving - short / long / quick / cruise etc etc and cant seem to get it any higher unless crusing on the motorway @ 70mph a for an hour etc .
Coil packs & plugs changed , recent service etc , dsg serviced in fact everything done that needs to be done . Car has done 46k .
I was expecting more tbh but I just assumed that was the best it was going to be , until reading this post .