65mph should easily get you into the low 40's on either 95 or 99RON. I managed 40mpg doing 70mph (cruise control) everytime in the summer months from cheshire to Somerset in my GTI.
It not so much about the speed, its the way you accelerate and hold the speed (basically as gentle as possible and ease off rather than using your brakes, coast up to junctions using engine braking)
i'll say what I say in response to everyone who says "GTI wasnt designed for economy" - The FSI technology is all about maximising fuel economy through lean-burn combustion. It does very little / nothing for generating more power.