Diesel Tuning, Mechanical

[RickyLM]

I have a Peugeot 306 1.9 TD, with the mechanical Lucas fuel pump. I've seen a few a diesel specialists advertising tuning services, where they increase the fuel pressure and the Turbo pressure.

Is there much of a gain to be had by doing this, will it put more strain on the engine and is it likely to badly affect fuel consumption?

Also is it a performance modification in the eyes of insurance companies?

Any input would be great.

Thanks