I have my radiator temp set about 2 notches above the lowest setting, and I keep it on all day and night. I find a steady low heat keeps the house warmer than trying to blast it twice per day. If you keep yours on the highest setting, then yes, you will burn thru it quickly! Also, check your radiator pressure on the gauge which should be on your boiler. If it's one or below, you need to bleed your radiators and your landlord should do this for you.
We also turned some radiators off, or on 1/2 way, depending on their location, at night to conserve heat.
Once it warms up a bit, you'll find it's easier to keep the house warmer. Also use plastic over windows and doors you don't open in the winter. And check to see if you can caulk or weatherstrip anything.