If VW are selling their BlueMotion versions in TX, get one of those - they're optimized for fuel efficiency.
If they're not selling them, read up on what VW did, and apply it to your own car.
Lowering is part of the game - get it lowered from the factory if possible.
More efficient cam shafts ... what VW puts in is already rather efficient.
They come with synth oil over here.
The DSG is supposed to be less thirsty in official tests.
A friend of mine has an Audi A3 1.9 TDi with DSG, and while it's very decent when shifting, it's also using a lot of fuel.
Like 40% more than his earlier A3 (late 1990's) true manual with a 1.9 TDi.
Only 36-40 mpg US, while I drove his older A3 to over 50 mpg without even trying !
The current VW TDi's aren't as frugally efficient as the earlier ones.
And they are rather complex machines, with soot particulate filters and all that.
Tinkering with the complex engine and peripherals will require skills - and void the warranty