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Here is what I learned from my last car, which I got quite a bit into both mileage and performance enhancement, was an AWD Turbo, this should pertain quite a bit to you:
Open-loop = horrible, horrible for mileage. I got anywhere from 2-6 mpg in open loop at WOT (wide-open-throttle). Turbocharged cars, especially older ones can go very very rich (8:1 was possible) under open loop, which kills mileage in a hurry. This is the easiest way to save (and also waste) fuel.
Somewhat counter-intuitively, low throttle position = bad for mileage. The throttle plate is a restriction to the engine. The pistons have to work hard to suck air through a closed throttle plate, which leads to large parasitic losses. This is a big reason why diesels get better mileage than gasoline engines - no throttle plate. The less resistance to movement you can get on the engine, the better. This includes things like a more open intake and exhaust to get rid of the pumping losses, windage trays in the oil pan to get rid of oil slinging around the crank, using good oil, etc. The easier it is for the engine to turn, the more efficient it is. This is difficult to do, because usually open throttle = open-loop, which ends up being less mileage overall, see above.
The trick is finding a balance between open-throttle and closed-loop. If you can use external methods to force both of these conditions, that's optimal for mileage, but can come with problems of its own (turbocharged cars run rich under wot for a reason, to protect the engine from knock).
The turbocharger also improves efficiency (theoretically). You are scavenging otherwise-wasted energy from the exhaust gas. The problem is, as stated above, that when the turbo spools up under WOT, the car runs rich to keep everything safe, which takes any efficiencies the turbo gives you and throws them on the ground angrily.
What I was just starting to get into on my last car before it broke was a way to have the throttle fully open, the turbo fully spooled, but yet running extremely lean so I didn't keep accelerating. It was technically open-loop, but I was manually keeping an eye on the EGT, the knock, the temps etc, and running way leaner than 14:1 (which is where closed-loop keeps you). Didn't have time to get much into it before an unrelated event broke my car and I decided I was sick of it.
My 3 cents.
-Jesse
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