Not that I think that 260 miles/tank is expected, but what are your driving habits? I drive many short trips, which is not quite what a diesel engine does best with. I would get quite a bit less than most report on this forum out of my 35d: 350-420 miles/tank. I would usually get about 375. Obviously that is still quite a bit more than your current 260.

I would definitely question the dealer why your mileage is so sucky.