Hi Benjamin!
Welcome to EM
According to tire size calculator, if you go from 195/60R15 to 185/65R15 then the new tires will be ~5% narrower,
slightly reducing aero drag. Also, the the diameter and circumference will be ~1.2% larger, which means that when cruising your engine will be at slightly lower RPMs.
Pumping the tires to a higher pressure will also reduce rolling resistance. I pump mine to the max pressure printed on the tire's sidewall, but if you want to start off safe then try 10% less than max sidewall.
As for chip tuning your engine's ECU, more torque at low RPMs will help reduce fuel consumption, as MetroMPG stated, but will it save enough to make up for the cost for the mod?
I would suggest you look into cleaning up your car's aero.
Also, since it is a diesel, covering the radiator/grille and insulating the engine bay will help retain heat as your efficiency improves.
How do you usually use your car? Daily driving in city traffic, high speed travelling on the expressways, etc.?