Welcome to the forum!
Personally - if I wanted more ponies - I'd do just two things:
* Block the EGR. It travels through the gold-coloured pipe that runs around the front of the motor and into the intake manifold. Block it at either end, the intake manifold (right-hand side) is easier to get to. Use stainless steel, not aluminium.
* Purchase a chip. ChipIt or Unichip are the ones to look at first.
You could do a diesel gas system - you'd get more beans for sure, but overdo the gas a little and you could do some real damage to the motor. Those chips I mentioned monitor the engine temps and will back things off if the engine starts to suffer.