That's great to hear, Sam. My fuel economy numbers are very similar to yours. 33ish highway, and 27-29 when I drive it on my normal routes. This is way more than I used to get in my A4 2.0T driving the same routes (23mpg), and this car makes over 100 more HP and lb-ft.
It really is, as you said, 328i fuel efficiency with 335i performance (or even a bit beyond that thanks to the torquey personality eBOOST gives you). Plus as mentioned before, a heavy duty starter motor that is able to kick on the engine so smoothly that it makes ASS a pleasure to have.
As far as running on electric, in Eco Pro I find the best use of electric power is for takeoff and for coasting. Once I'm at 45mph, if I'm light on the throttle the engine shuts off and the electric motor is able to maintain my speed with no issue. Usually for takeoffs, I like the motor taking me up to 15-17mph before the engine kicks in. Remember that the ICE is the least efficient in that 0-1500RPM range that's exercised in low-speed takeoffs. So this in effect avoids the ICE's least efficient zone and by the time the ICE kicks in, it's as if the car were cruising already.