Hmmm... 40 gallons goes a long way
I have a 33 ft boat, 12,500 lb displacement and a Yanmar 27 HP engine. A two weekends ago I ran it for almost 8 hours at 2800 rpm in pitching and rolling seas. I burned maybe 7 gallons of fuel, so I think that at 1900 rpm at 1 to 1.2 gallon/h is a little high. Even so, I agree 40 gallons will go a long way in mileage in a 35/36 ft boat even at a 1.2 gallon an hour.
Last season I burned 15 gallons of diesel total for 50 h of engine time, that included idle and cruising to and fro the mooring to the harbor. Thats a little more than a 0.3 gal/h.
I wouldn't install a bladder tank unless one thought that they were going into areas of questionable fuel and or extended offshore crossings.
If you are worried about it, I agree with Valiente, buy one or two 5 gallon jerry cans, fill them and lash to the mast. At 1.2 gallon/h for 5 NM, that will be another 20 NM of distance per can.