Your modifications will almost never pay for themselves - at best you'll break even. Best thing to do is upgrade when it's time for replacement. At your next oil change, use a 0w30 engine oil instead of 5w40 and it'll help a little bit. At your next transmission oil change, use Redliine D4 ATF or VW G070 oil instead of the VW G050 that's likely in your car and you'll also likely pick up a little bit. Next time you need tires, pony up for something with low rolling resistance like the Michelin Energy's and run them at 50 PSI. You can also go with a 205/70/15 to gain another ~3% RPM reduction instead of the 195/65/15's. Tread width is the same and the rolling resistance will be a tad lower due to the larger diameter. Incremental costs are relatively low - Maybe $100 for all of these combined
Block off
all frontal openings on the car for aerodynamic benefit - don't worry, your car won't overheat. Make sure your thermostat and coolant temp sensor are operating correctly and install the hottest thermostat you can get -
there's a thread here about how to do that. I like 95-100c coolant temps as a nice bump up over the 87-90 that the factory runs. About $50 with thermostat, temp sensor, replacement coolant, tape for blocking things off, etc.
Get a scangauge so you can see the actual coolant temperatures - the dash gauge does not do much for you and with the SG you can get instant feedback on MPG's. It won't save you any money directly (actually cost you ~$150 which buys a lot of fuel), but the feedback will help you get better MPG's.
I'd sell the VanAaken box and get a "Stage 2" tune from your favorite vendor (Malone, Rocketchip, TDTuning, Kerma, etc). You'll get the advantage of advanced timing (your static timing being advanced is not doing anything for you), and more boost when necessary. Make sure your MAF is in good shape and reading properly - don't get a MAF delete tune. Probably ~$200 net after you sell the VanAaken box, Maybe cheaper if you can find a tuned ECU that someone is selling.
A taller 5th gear will definitely be a step in the right direction - not sure where the other poster is getting the idea that diesels do better at higher RPMs?. I'd go for the tallest one you can get (0.622 maybe?) since you're all highway at 75 MPH. You'll have a bit bigger gap between 4th and 5th, but that's a minor deal compared to another 100 rpm drop while cruising every mile. I think these are ~$350
Aerodynamic modifications are also typically low cost and high benefit - slowing down is the easiest aero modification to make. Get out your stopwatch and time yourself from door to door and see how much longer it takes you to at 70 MPH vs 75 MPH (it's not the 7% difference in speed unless your doors are at the entrance/exit ramps). At best it's likely 3-4% time savings at a ~5 MPG penalty. On a 4 hour drive that's about 7-9 minutes time saving. Is 7-9 minutes on 4 hours worth 5 MPG to you? Generally free.
Is your fuel tank "Vented" so it holds ~17 gallons instead of ~15 gallons? Not a direct savings of fuel, but you don't have to fill up as often and get more range on a tank. Free
Take everything out of your car that you don't need weight wise. If it's just you all you need is the drivers seat. Passenger seat and rear seat are over 100lb weight savings. Free.
Insure all the regular maintenance is up to date - air filter, intake cleaned, snow screen clean, etc
If you do all of the above you'll have spent $850 and you might gain 5-7 MPG (not counting the slowing down part). $850 is 225 gallons of diesel at $3.75/gallon. 5 MPG on 50 that you should be getting now is 10% so it will take you 2250 gallons of fuel to save 225 gallons or ~112k miles.
Spending money to gain MPG's on something that gets 50 MPG's to start with is not going to pay off financially. Check out the
60+ MPG thread or the
70+ MPG thread - many of these cars are stock or nearly stock.