Times have now changed as my 330i auto isn't as fuel efficient as the manual alternative of its vintage but if you compare a modern day M135i manual to a M135i auto the auto is so much more fuel efficient.
From experience though its worth buying the manual gearbox version because I have yet to experience an auto/twin clutch gearbox that actually adds to the driving experience for me personally as the two pedal/paddles set up just doesn't do anything for me.