I would look for ways to improve the breathing with a conventional filter.

One of the best ways to pick up MPG in the order of 1-2mpg is with our ECU upgrades. Not necessarily the purpose of our tunes but they increase power through increased efficiency with in turns means better mpg.

I've got a 2.5T engine, and got my MPG gains from
1. 0W30 Synthetic oil (quite a noticeable MPG difference)
2. 91 octane - goes a lot farther(higher MPG), so actually saves even though it costs more per fill. Not a huge savings, but still cheaper overall.

After market GPS with completely OEM look: click for installation write-up

Lucky,
I was raised in metric countries... so I'm not sure what the 'MPG' numbers are, but originally (first year) my overall combined (city and hwy) economy was 10.8 litres/100km.

After changing to 0W30 synthetic oil (German Castrol) it went from 10.8 l/100km to 9.8 l/100km. So 10% improvement from the oil alone.

One year later I installed the IPD stage I tune, and it went from 9.8 l/100km to 9.2 l/100km! So between the two I gained over 15% - frigging incredible.

2.5T engine, with no other mods (i.e. no intake, stock filter, stock turbo, stock downpipe).

After market GPS with completely OEM look: click for installation write-up