V impressed that you got >40mpg out of the GTI. I would be tempted to go back to one, maybe the anniversary edition with more power?
Pretty much any of the hot hatch bunch fit into the budget, Megane, Astra etc etc. Audi A3 may float your boat, although likely to be older.
Diesel 1 or 3 series coupe could be an alternative.
In the current market, £15k buys a lot so you may need to be more specific!