When you turn the ignition off does the engine try and run on a little bit by itself (this usually happens when the turbo's well knackered).
Whats the boosts characteristics like, does it hold boost or does it tail off. Have you had the car a while, do you feel its not as punchy as it once was, is it feeling weak.
Don't know if dirty oil burns more buts it definitly great at not lubricating.