My old stage 3 S3 used to return mid 30's without too much of an issue so you lads must have lead shoes or never get out on the open roads. They're not good for mpg in town but with the s-tronic box, no cruise and a bit of looking ahead you should be able to top 30mpg on anything over a 40 mile journey on an A road or M-way.
38mpg driving my 57 plate manual S3 back from where I purchased it, it was a clear run on motorways. Usually get around 26-30~ mpg out of it however most of my driving is on B roads and very few dual carriageways. Only ever use VPower of Momentum though.