I would say that 40-45mpg is about right for a Volcane TD.
The manufacturers often list the MPG from the lightest car in the model range and apply it to all the models with the same/similar engines. Make sure your tyres are at the correct pressures as even a drop of 5 to 7 pounds can increase the rolling resistance of the tyre making the engine work harder. The other reason that you are getting 40-45mpg is that the ZX was the model that Citroen built to try and compete with the Golf in build quality terms. That meant Citroen designed a heavier/stronger body to reduce creaks from body movement. My girlfriend has a Peugeot 309 diesel that does 620 miles on a full tank but the 309 is a very light car. My XM 2.1 SED hatch does 37 mpg because it weighs 1.5 tonnes! It all comes down to the laws of physics in the end.
<i>Note from JW. I moved this post from Common problems and fixes to Citroen, and I think should be in reply to Paul Thomas's topic ZX TD fuel Economy</i>