Ah yes, short runs.
That is something I have noticed. Whereas a petrol car is thirsty for the first 5 minutes or so, the diesel really takes time to get efficient, probably 15-20 minutes before it is giving good mpg, even when going straight onto a dual carriageway.
Still,, low 30's is as good as you get out on average of a 9-5 Aero unless you are just tickling it