I also average ~20 in my 135i in mixed city/highway driving (lots of full throttle acceleration). I certainly didn't buy this car for the mileage.
I took it on a rare trip the other weekend and for the first time tried to see how high of mileage I could attain. 340 miles each way, I made it on a single tank both ways, averaging in mid 26.x mpg and ~74mph (no stops except tolls). It was light traffic at night, so I didn't mind going a little slower. The hardest part was pulling away slowly from the toll barriers. IIRC, the peak boost for the trip was 1-2 psi.
I assume if I drove 65mph the whole way, I would have been into the solid 27s mpg, but it's really tough to drive that slow for long periods.