Does the APU consume a lot of fuel compared to a jet engine?
To give a comparison with an engine at idle:

On the 737 NG, the APU can use 240 lb/hr when under load. It is rated at 90 kVA, same as the generator on each engine.

The engines can use about 850 lb/hr at idle, which from those figures is about 1/10 of fuel flow at full (takeoff) power. So the engines use about 4 times as much fuel (each) as the APU does to just provide power. Of course these values will vary based on ambient conditions and the load placed on the systems (like the bleed air system).

This is why if a plane has to stop away from the gate for a while, they will shut down the engines and run on the APU.