That engine came with adjustable cam sprockets from the factory you could change the timing to get you the best gas mileage, probably tune them for more low end torque. Get a U.S.A spec aribox , it's smaller. Take out the back seats, there is a how to at bimmerforums(dot) com lol can't post urls yet
There is a product called SEAFOAM its works great for cleaning out carbon build up if you use it in vacuum lines and throttle body. Also check you vaccum lines and replace any if needed, then remove your AFM and throttle body and clean them out with some throttle body cleaner. Also Disconnect your battery for 10mins then hook it back up and it will reset you DME then drive for the best mpg you can and it will adjust the A/F ratio to better suit your more economic driving. You could also try shifting without the clutch the shift points for me are at about X100 to X400 rpm just be careful you might have to pop it in gear but you shouldn't need too much force if it won't go in just stick the clutch in. Electric fan conversion they are super cheap on ebay. Altogether these should be fairly inexpense but you might want to have a shop change the cam timing, your car has a cam position sensor and knock sensor so don't let them BS you into having to change the ignition timing and a/f ratio cuz it will do that by itself.