It will be the change to winter diesel, as the weather goes colder, refineries put more anti-waxing fluid into the diesel to ensure it doesn't freeze. Typically fuel consumption will go down by 10% when the winter fuel is used, but come spring, your normal mpg should return. It's not just us poor humans who don't like the cold weather!
Also, all my diesels have been sensitive to what fuel supplier you use - I get worse consumption from supermarket fuel than from 'branded' garages, so try a different garage and see if that helps.