You've got me worried now
I ordered my 20D SE a couple of weeks ago and am due delivery sometime in February. I was hoping for much better mileage than you're getting currently. I do mostly motorway driving and in my current Land Rover Freelander 2 get around 40mpg. I was expecting more from the X3 having read the fuel consumption figures.
I'd be interested in others reports on how the diesel consumption is going. If BMW are quoting 50mpg then you should be well over 40mpg. 36mpg sounds very low.