Looks like your running 31's maybe and an inch or two of lift (punt) you didn't mention your base economy figure by fuel type - but i'd expect with about 95 litres (combined) of feul you should get 500-600 Klms without too much hassle
You'll get better econmy running the tyres at the correct pressure (you can do the chaulk line test across the tread, roll forward a couple of revolutions then check the wear on the chalk - centre missing too much pressure - outside missing too little - do this with the tyres at running temp)
Replace the air filter before anything else (repco)
Get the catalytic convertor checked out - mine was good for about 5L/100 when it was stuffed.
Most exhaust shops have one of those point and shoot laser temp gauges - they take the car for a hard 10 minutes run then check the temp on the front and back of the cat - if the back isn't 30% or so hotter than the front then it's not doing it's job (Burning up all those nasty unburnt hydrocarbons)
Next step is to get into something like a dynotune who have seen more than one jeep in thier life and get them to run a diag - this will tell you if the TPS (Throttle position sensor) or mixtures or 02 sensors are screwed.
I get around 19L/100 towing and about 16-17 normal driving - many of the newer models with coilpacks and different inlet manifold get a fair bit better.
Most ppl with xj's seem to get around 14L/100 round town and about 17L/100 towing - so I don;t know how much more of an improvement your going to see..
what kind of economy were you expecting out of gas? about 18L/100 round town and 22L/100 towing is probably on the ball.
More XJ ppls will be able to help mate
hope this helps