I have recently purchased a brand new A5 Coupe 2.0 TDi Quattro black edition and have the exact same issue - very poor mpg!! I've had it back into the franchise dealer and they took it for a road test and managed to get 44mpg (and said this was within the spec - not sure what spec that was though!!).
I have contacted Audi direct and 3 days later I am still waiting for a response. The only advice the garage have given is to carry out a "3 full tank test", and then check how many miles I'm getting from that - thanks for this piece of advice...........time to contact OFT!!