I think if you drive it like a Saint you acheive 40+, but if you thrash it non stop you get low 30's, which is still very good considering it is afterall a 2.4 Turbo.
The Alfa diesels have never exactly been famous for their give of MPG, unless you own a 1.9 Diesel perhaps, in which case you may get slightly better MPG.
I think the Diesel Alfa's were more designed and sold as a car that gave a bit better MPG than the Twin Sparks but was still an Alfa at heart ya know? Sort of like sticking Pamela Anderson in a suit that's not for bathing?
My old 156 V6 would return to me 23MPG at maximum and 18MPG at worse, that was an AWFUL car in regards to consumption, not sure yet how this Twinnie fares as yesterday it said I had 1/4 left and now it's gone up to 1/2,
Bit weird but oh well.
What you could do is wait until its on empty, top her right up and make a note of the liters gone in to fill it right up, then see how many miles you can do on the liters given. You can then work out your exact MPG, not sure how though, ask someone smarter than myself, won't be hard,
Just enjoy it mate and try not to drive it so hard,