you know, I've never played with unlimited fuel, I've never run out either and never done the "return to base" trick for fuel reasons. even when badly bombed and lost about 75% of my diesel in BF17 I got back to Willi in 1940. (did have to take some fairly hairy shortcuts though
)
The trick is to figure out your optimum economy speed and stick to it, set it manually, don't just order 1/3 speed, order 8 knots specifically, it doesn't matter if you're only actually making 6knots due to bad weather, as long as you order the correct speed. that also means no rushing about at flank to get that radio contact, no 200km legs at 14 knots to intercept the convoy earlier. think about what you're doing and plan ahead.
I only go above this speed when absolutely necessary for making an attack or evading warships
best fuel economy for various boats I've found
IIa no engine upgrades 6 knots
IIa with upgrades 7 knots
IId don't know
VII no upgrades 8 knots
VII with engine upgrade 9 knots
IXb/c no upgrades 9 knots
IXb/c with upgrade 10 knots
IXD2 don't know both times I left port with one of those I got bombed 100km out from Bordeaux and had to limp back home minus half the hull integrity and most of my diesel
hope that helps
