Listen to them.
I am an air hog, not so much now, but being in cold water and doing long surface swims and covering ground underwater takes it's toll on the air supply. I just use a tank a bit larger than my buddy and it works out.
The simple fact is that the less you do underwater, the less air you will use. As you get your buoyancy under good control, you don't waste air adjusting the BCD. It's a lot of little things that take time, and going to doubles will just mask the problem and empty your wallet, and if everyone else dives doubles you are back in the same spot. Oh, did I mention that getting used to new gear can increase your air use.
Take your time, have fun, relax, and learn, it's just diving
Bob
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There is no problem that can't be solved with a liberal application of sex, tequila, money, duct tape, or high explosives, not necessarily in that order.