Mine came up with a warning in the centre info display after about 3,500 miles.
I drove straight to Halfords and got 1 litre of Castrol Edge Turbo Diesel 5W-30. As the engine was hot, I wasn't going to put it in straight away so I drove home. The warning light did not come on during that journey.
I put the whole litre in and it seems OK so far (another 800 miles).