By in large there is nothing that will improve fuel mileage that is cost effective. These trucks were originally designed to meet USA fuel mileage standards and for what there are are pretty well optimized in engine, transmission, and driveline design.
The swirl port heads are designed to maximize the power and mileage of the Throttle Body Injection (TBI) Performance heads would increase power but that comes at the cost of mileage, same holds for a cam swap, more cam timing, more lift, less LSA all increase power but at the cost of mileage.
Exhaust headers and duals will improve power and mileage a little but really need the engine to be used at higher RPMs to see this as you have to get into the zone where the existing system is overworked, so unless you go to Germany to drive the Autoban then there will not a lot of difference to be seen.
The biggest change to this engine would be to install port injection of the 1996 and up models. That along with a 4L60E transmission which has better shift profile than the 700R4 due to it being computer controlled. However, the cost involved for these items and a entirely new fuel system, wire harnesses, computers, and other miscellaneous support parts and systems in great likelihood can never be recovered by the mileage improvement within the vehicles useful lifetime.