In the interest of fuel economy, I would 100% suggest changing the 18in wheels for light 15in wheels. The variables associated with wheels, tires, and fuel economy are complex, and not neatly compartmentalized, but (especially for city driving) weight and increased rolling resistance will lower FE. I know you said above that (1) You saw no change when you swapped from 15in Avus to 18in aftermarket, and (2) The 18in aftermarket wheels were slightly lighter than the Avus. If you weighed the aftermarket 18's, and you know for certain they are lighter than the OE 15in Avus, then I'll say no more. However, from memory, the Avus weigh just over 16.5 pounds, and that's hard to beat in an 18in wheel. Next you have tire weight and if you look at three common LRR tires from Michelin, Conti, and General in 195/65/15, they average about 18 pounds. The exact same tire in several widths and sidewall heights near 225/40/18 have an average weight of 22 pounds. That's a notable difference. Next is rolling resistance- Although the relationship between tire width and Crr is not as clear as some assume, the tires fitted to a MkIV 18in wheel will almost always have greater Crr than the 15in counterparts sized to MkIV wheels. In addition, although you can find 18in tires marketed as LRR, I will anecdotally suggest that the most fuel efficient tires for most manufacturers are found in narrower, taller tires. The end result of these factors is that you likely have heavier tires, possibly on heavier wheels, with greater rolling resistance- all of which lowers FE, especially in the city. Owners who travel on the highway can often offset these factors because highway travel changes parts of the equation.
That brings us back to number (1) above, in that you didn't see a MPG hit when going from 15's to 18's. FE gains and losses are difficult to track, even when your fueling and measurement practices are fairly standardized. Single tank samples are only indicative of the conditions for that tank, and so long term accurate records are a must. Often, owners will make a change and watch the fuel gauge for a while and report they didn't see a difference, but small changes are hidden by other factors. In your case, where we suspect there is something larger going on, the loss of FE at the corners may be hidden by the low baseline established by the engine itself, so you aren't seeing the hit. Bottom line, 99.9% of all owners who go from am 18in combo to a 15in combo will be enabling better FE- whether they see the results or not depends on many things.
Also, unless you've made VCDS adjustments, your ODO with 18in wheels will under-report miles, so that helps a little in calculating FE, but not much. And I remember a thread where someone suggested Enkei wheels for their low weight. I looked up their RPF1 18in wheel and it weighs 18.3lbs, so you may be adding even more than just tire weight at each corner.
Sorry