Which HDi is it? The 2 litre 90 and 110 are 10k miles/1 year, and only the 16v 136 HDi uses the 20k mile/2 year interval. The 1.6 HDi is 12,500 miles/1 year. I'm not sure what interval the 1.4 is but guess it'll be the same as the 1.6.
Provided decent oil and quality filters are used, the recommended service intervals are perfectly adequate on the normal duty cycle, and nothing whatsoever is gained from dropping the oil more frequently.