You can see on the TDI site beside a couple of members from here

a good comparison between the same vehicle in auto vs manual.
http://forums.tdiclub.com/showthread.php?t=156935
The manuals hold from 66 mpg to about 45 mpg, then you start to mix in the autos, then below 41 mpg it is all autos. Looks like a good 10% or better for manuals.
I would be really curious in a head to head on the same vehicle, same driving conditions. This is one of the reasons I would have to get a Mazda 5 vs a Toyota Rav 4. I think I could get considerably better mileage with the stick in the Mazda even though it’s rated lower then the Rav. I mean I think I could beat EPA in a stick or auto, but by a better margin in a stick.