A3 TDI Servicing

Hi all, I've not posted here before but am after some advice, our car
is a 2000 A3 1.9TDI s****t 110 with 118000 miles and it's due a
service, which i'll be doing myself.

In the 10 months that we've had the car I think it's become a little
smokier under accelleration and the fuel economy doesn't seem to be
quite as good as it used to be, i'm sure we used to easily get 500+
miles from a tank (mostly commuter miles in traffic) whereas now we
seem to get around 400 miles. A month or so ago I ran a bottle of
injector cleaner through the fuel which might have improved the soot
issue a bit but I might have imagined that. I did wonder whether my
driving style of keeping the revs very low and just using the torque
could allow soot to build up in the exhaust, which then gets blown out
when I do occasionally accellerate more enthusiastically?

The question is are there any service parts/procedures which can
affect the economy? I was intending to change oil and filters, but are
there any sensors i should be checking etc? I'm well used to working
on petrol cars but this is the first diesel we've had.

Thanks for any advice!