X5 e53 3.0d - Fuel Range suddenly dropped.

[nice1guv]

Fuel filter probably won't make much of a change, but after 6 years, I'd do it anyway.

Glow plugs only affect starting, so nothing in that one.

Air filter on the other hand will certainly need doing!
Diesels generally make a right mess of the air filter and quickly as well.
So I would be changing this immediately.
Your filter will be black as can be!

Thermostat can also make quite a difference to economy.
Does the temp needle get to halfway, straight up and down?
If not, then the thermostat is stuck open.

Even though it says ~750km just after filling, does it go back up after driving for a while and then still get the 1000km or so to empty?

Other possibilities: cracked exhaust manifold, do you get diesel smoke and smell on startup in the cabin or coming from under the front of the car or drivers side?
The hoses from the little vacuum tank to the turbo and the turbo waste-gate, split over time. Is the turbo making the same noise and pressure/power as usual?