My wife tends to get worse mileage than I do. Then again, she owns a 92 Subaru Loyale (maybe 60 HP) and LOVES to feel the rush of powah that the PSD affords. I've never really had a gutless vehicle so I can't feel her pain...although I get so frustrated when I have to drive her car.
As far as mileage on a 94-97 PSD goes, it's not uncommon to gain 3-4 MPG highway. I tuned a 97 Manual that went from 14 to 18 (when driven nicely) and have a couple copies of that tune running around at this time. If you're driving around town or have a heavy right foot then all bets are off!