Chipping Diesels is common place and an everyday occurance.
There are two options that do the same thing, but really they shouldnt be done together. Thats not to say it wont work or be of benefit, but it is adviseable to be carfeful.
Here is the list:-
Primarily, Diesels respond to tuning in the same way petrols do, but with just greater gains (due to having a turbo and large torque as standard).
A remap will tailor tune your car to a specific set of parameters. It will take into account air/fuel ratio, boost pressure (if controlled electronically), increase fuelling at certain points to produce more bhp and higher torque, and remove any flat spots. This will actually probably improve mpg as you'll find you do not need to change gear as much and you can pootle around town in a higher gear (i go everywhere in 4th in town (30mph) and can still pull away quick if I need too)). Therefore, mpg will be unaffected or improve slightly.
A 'chip' is just that. It piggybacks either to the ECU or sits seperately and dumps more fuel into the engine. Whilst this has a good overall effect and increases bhp and torque it can affect mpg more than a remap although the gearing theory still applies.
I have a chip (MG ZT 135+ CDTi) that doesnt just increase fuelling. It also analyses real time airflow data and matches fuel accordingly. This works very well and has adjustable settings. I am unaware if such a chip exists for the GM range.
Here though a chip does not always alter turbo parameters and you will notice significantly more 'smoke' out of the back of the car. Whilst embarrasing, this can be 'reduced' by increasing boost on the turbo by a few PSi effectively turning that smoke into more power! You'll have to check if your turbo can be adjusted manually or if it can be controlled by an Electronic Boost Controller.
Lastly, other simple things like airfilters and exhausts also help diesels breathe better, run smoother and gain bhp and torque.
A chip can always be removed (normally completely without trace) should any problems occur and the car needs to visit a dealer. A remap cannot be removed without a ECU FLASH and the dealer is likely to spot this.
I am aware of someone who has both remapped and chipped thier diesel. Even they do not recommend this if you are suspect to temptation as you are likely to cause damage over time.
HTH, thats as much info as I think you really need.