It will be interesting to see what your results are after 10 tankfuls or so, enough time to remove any "driving bias" you might have because you want the device to work (although, I think if you've been trying to maximize mileage before installing it, you probably won't have any driving bias).
There is quite a bit of research in blended fuels, usually using compressed helium and diesel. The emissions reduction, especially NOx reduction, is said to come from lowering the temperature of the engine (if you take a piece of steel and throw it on the BBQ, you'll start producing NOx; lowering the temperature of the flame in boilers, etc., by means of a simple rod positioned over the burners was the first step in reducing NOx emissions. Later, boilers developed completely insulated fireboxes to eliminate as much heated metal as possible.) The other benefit is that compressed hydrogen, when injected into a diesel engine, displaces half of the fossil fuel used; and when the hydrogen tank is depleted, the vehicle still runs on diesel.
You may have seen the Fast Company article
Motorhead Messiah, a Kansas mechanic who was able to convert a Hummer to diesel (no small feat) and then run it on blended fuel using compressed hydrogen and biodiesel. Its an interesting read, although he's definitely "selling something" in the article (Neil Young has him working on a hybrid design for a large 1960's car).
Time will tell if there are some unintended consequences from using the home-built kits.