Here's my experience with a deleted mkvi Jetta sedan. I've run 17's, 16's, and 15's. Tires from 235 down to 205 wide. I've seen a bigger change in MPG's from outside temp changes than tire/wheel combos. I see temps from around 90 in the summer to -40 in the winter, so temp range is pretty extreme in my case. I run true snow tires in the winter as well. Still temps affects economy more.
Short answer to this question is: go with what you like, and suits your needs. The impact on economy, simply, is too small to be a concern.
That said, if economy is your ultimate goal, then go with the lightest, narrowest combination you can. Generally, this will mean small wheels, big sidewalls, and pretty narrow tread. I would warn against going too narrow as safety and performance WILL suffer at some point.
I have found that going with the smallest stock wheel size, usually the size of your spare, and the appropriate tire size (you can find that at
https://www.wheel-size.com among other places) will get you the best balance.