Make sure the thermostat is up and running properly, the newer E70s suffer from stuck open thermostats which clogs the EGR and DPF, and in general reduces gas mileage. It runs the motor cool enough yet will not show up on the dash gauge.

Change your fuel filter, make sure your injectors and nozzles are clean and not leaking, alignment, tire pressure, all can result in affected mileage.

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8/06 build E53 3.0i....