If it's mainly city driving, I would doubt the O2 sensors have much input into your fuel economy, since you would have very few situations where you are on constant load / throttle.
If you want to confirm O2 sensor problems, try going for a cruise - repeat CRUISE - up the highway to Albury - if you still have crap economy, then the O2 sensors may be faulty.
Your tuner wil be tuning AFRs for high load situations, not cruise.
If the sensors are not mounted on the upper side of the dump pipes, then they will poop themselves quite quickly (so I believe).