Renault Megane Engine Problems
Renault Megane using too much oil?
Modern engines do use some oil, and it's wise to check the oil level regularly, say once a month. Some engines also use more oil during the run-in period, which is what you're going through now. It's hard to say whether your car is using too much or not. I suspect it's not, but if you are concerned about it have the dealer conduct an oil consumption test to determine exactly how much it is using. That's the only way of telling if it's too much or not.
Horsepower vs kilowatts
It's not just Maserati. Renault Sport cars - the Megane 265 among them - take their names from the engine's rated metric horsepower.
Renault Megane sedan cough
Now that it's out of warranty I would suggest you seek out a Renault service specialist and talk to them about it. It sounds as though it could be going lean when you give it a sudden burst of throttle. I would be cleaning the throttle body.
Renault Megane miss in engine
Your description of the problem suggests it's not an ignition problem, so changing plugs etc was probably a waste of time and money. I'd be investigating the fuel side of the equation, looking for things that might be making it lean at low throttle openings as you would be when cruising. Is there an air leak that's affecting the mixture strength, or something like that. Having said that, it could be a sticking valve as the mechanic has diagnosed, but I would expect to be able to see that on a compression test. If it is a sticking valve the only to know for sure is to take the head off and physically check it.