Old oil filter removed, did the seal come with it? New filter screwed on, seal on seal won't seal, if that makes sense, engine pisses new oil away very quickly. Check the area under the oil filter mount (front of engine between block & radiator isn't it?)
Those pug diesels have a rubber seal around the rocker cover, they perish and piss oil out regularly. I'd suggest a good root around the rocker cover and see if there is any sign of leaking, if there is it will usually be the side of the engine closest to the bulkhead (furthest away from the radiator).
I had a Pug 305, 309, and a Rover 218 that all used the same/similar type engine, all needed the rocker cover gasket replacing at least once in my ownership. Dirt cheap to do, easy to do – half a dozen bolts (ish) and you're away – some piping to remove if turbo & intercooler fitted IIRC. Don't bother with the stop leak stuff for this, it just won't touch a leaky rocker cover gasket.