I once owned a 1.9TDI Seat Ibiza Cupra Which was the PD engine, used to see 40-52mpg quite easy, however, it was one of the worst cars to drive, loud rackety engine like a tractor, and like a tank to drive, considering it was supposedly the top of the line model it was awful - this coming from owning 5 of the Petrol Ibiza Cupras over the years, the MK4 1.8T Cupra was a great drive, but not very economical at all.
It has put me off diesels in fairness, even though I want to give them another try, the 1.9TDI has almost completely put me off, although I drove a 320d yesterday, still has the racket at idle (though not as bad as the VW 1.9) however during driving it was impossible to tell it was a diesel it was incredibly refined and a majorly smooth drive!
With regards to 400 miles + per tank, that does seem like diesel territory, as a while back, I had a hire car which was a Corsa 1.2 or something like that, and it did about 350 miles to a tank, and that was mostly driving gently as well!
The VW 1.4TSI engines are meant to be pretty good on the mpg (depending where you read) might be worth checking those out?