Proper performance mods will improve your mpg instead of hurting them.
assuming you already have a boost controller: first performance mod i would do is adding an intercooler, there are no downsides to it. It makes the engine run cooler which is very important for the reliability of an idi, it increases power by improving air flow with denser air, and it improves your mpg because the engine and turbo aren't working as hard thanks to the intercooler.
second thing i would do is either buy a giles performance pump, or if you're on a budget or brave you can modify your own pump by doing the governor mod and adjust fueling using the FAQ section of this forum.
Lastly would be to upgrade the turbo and i'd go for a small garrett wastegated turbo or one of the small holsets like an he200 or he201 which will offer better spool up and more flow than the stock k24 or garrett t3. the k24 and t3 can flow abolut 150-160hp worth of air which is around the point when a 1.6 becomes unreliable