Another BG owner is always nice to see.
35MPG should be easy to do with your car. Have a '90 Protege(1.8 SOHC/AT) that readily gets~29MPG with no aero mods. Been meaning to put some form of improved undertray on it.
To improve AT performance...
Turn the wheel fully to the left, remove the under tray, and you will be looking at the transmission pan, and directly above that a large cast iron circle. That is the pump. You will see a large plug that is too close to the pan rail to use a socket you will need to use an open ended wrench(or crescent).
Remove the plug and a spring will fall out, you will need a mechanics magnet to pull out the PRV piston. Once it is out note if there are any witness marks on its circumference, if there are polish the entire surface until the marks are gone. When the transmission is cold it will cause a very hard/delayed 1-2 shift and/or a 2-3 shift flare, due to a sticking PRV valve.
If the transmission gets too hot, easy to do on these cars, it will cause the PRV to do weird stuff and cause shift flares. Completely bypass the radiator cooler and install a dedicated cooler to the transmission. You cannot over cool this transmission. When replacing transmission fluid, there is another large headed plug under the differential on the bottom of the case. Remove this for a more thorough fluid change, IIRC it is magnetic, clean off the ferrous material.
Camber on these cars tends to be in the positive range, getting the front to 0°- -1° will greatly improve front tire wear.
I know on some Escorts they did not have adjustable rear lateral links on both sides. The Proteges did use adjustable units on both sides, raid the Mazda parts bin if you need to make sure rear toe is correctly set.