As far as eco modding a diesel there are a few things you can do but don't expect a huge improvement.
Installing a free flowing muffler helps some by reducing back pressure. A free flowing muffler also helps reduce the amount of residual combustion gasses in the cylinders, this allows a greater quantity of excess air to fill the cylinder on the intake stroke. If you have a turbo diesel this also gives you slightly more boost which helps your engine run more efficiently and burn the fuel cleanly. It also helps the turbo to spool up quicker.
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A nice free flowing intake helps too. Also try and make sure the air you are drawing into the engine is cold. Some form of ram air induction helps too. My Mercedes Benz came stock with a cold ram air induction. The boys in Stuttgart did it for a reason.
another nice article
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Note: do not use a K&N or similar filter. They do not filter as well as a paper filter. This allows dirt in the engine which can score the cylinder walls and drop your compression ratio. Low compression makes diesel run less efficiently and create more pollution.
The other thing to keep in mind is that if your injectors don't work right your engine won't burn all the fuel right. Keep your injectors clean and functioning properly. Sometimes improved injectors may become available and changing to these improved injectors will improve mileage and power while reducing both soot and NOx emissions.
That about does it for the easy modifications.
More advanced mods can be done but you have to know what your doing.
If you have a turbo engine adding an intercooler will help. It may shift your power band to a lower rpm to some degree but it improves both performance and mileage. It should also reduce NOx emissions.
Up grading to a more efficient turbo can help. This is not a straight forward procedure however and matching the performance curve to your engine can be tricky. A nice but very difficult upgrade is to go from a conventional turbo to a variable geometry turbo.