Mixing and matching is a bad idea... take it from me. My car runs two aftermarket piggybacks (one for performance, another for propane... when the propane system is on, both are active) and retuning is a complete *****... especially since the propane piggyback is such a low-fi unit.
A good piggyback ECU or "chip" can do almost everything you need. There are lots of good ones coming out of Europe. Simple ones like the V-Tech Redbox can give you more power for very little money, but I've seen the interface and tuning maps and they're relatively simple... meaning that you don't have many tuning parameters and this might not be the best choice for economy tuning.
Chips like the "Unichip Q" (this is mine, it's a universal) and the "DPChip" have more comprehensive options and are proven to both increase power and economy. The problem is that the quality of the base tunes provided will vary, so it's best to pick one that has a local distributor who can do tuning. From what I can gather on my other US boards, tech support for either is not widespread in the US.
Your best bet may be an ECU reflash. There are some excellent sources for this, and I've heard many swear by COBB Accessport (which is not a chip, but a reflashing unit). The only thing is, I don't know if COBB does diesel.
Be warned. Some vendors and companies will offer incredibly high-powered tunes that will cause your car to belch out incredible amounts of black smoke under load. Caveat Emptor!
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