Changing the post-cat sensors won't help fuel use.

Have you considered that the tires may be causing more drag as they wear down? Also, changes in wheel alignment can cause drag, too.

This is an outside shot, but the cats may be slowly clogging up, and increasing back pressure.

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Ed in San Jose '97 540i 6 speed aspensilber over aubergine leather. Build date 3/97. Golden Gate Chapter BMW CCA Nr 62319.