Groar,
Here is a link to TDIclub.com that has pages of info about driving the VW TDI for economy. I drive an 04 TDI golf manual transmission and regularly get 50+ mpg on the highway. It is a long thread and I don't agree with all of the opinions in there but it's a good place to start.
Driving for better mpg - TDIClub Forums
I only use engine-on coasting (EON-C?? vs EOC) due to my concerns about turbo long-term durability and the fact that our diesel engines are much more efficient than gassers at idle, when warm (and we lose the use of our airbags when the key is off). My Scanguage shows instantaneous mpg figures in the 300-450 mpg range when EON-C. Also there are times, like on long grades or approaching a red light when it is more efficient to downshift than to coast. Under engine-braking conditions the computer completely shuts off the fuel supply to the engine. Scanguage figures go to 9999 mpg showing no fuel being used while coasting in gear (unless you start lugging it). The downside is that engine friction will slow the car down more than coasting in neutral so you don't go as far before you have to use the engine to get the car up to speed. Of course aerodynamic improvements will increase your coast times and help mpg at highway speed.
Hope this helps. Welcome, it's always good to see another diesel driver here.