A few tips! Swap out that intake for a HMMWV intake. It has an 1 giant open plenum with no divider inside so the engine can suck air in easier. I would also flip your air cleaner lid over. It will make a lot more noise, but your freeing up even more air.
You said you are new to diesels. It doesn't get any easier. Diesels do not meter air, there is no "throttle plate" like on a gas engine and there is no vacuum. A diesel engine will suck in as much or as little air as it needs for the given power requirement (ie where you foot is!!).
Now you hear everyone talking about "turning the fuel up" on a diesel engine. Remember, if you want to burn more fuel the engine is going to need more air. It's pretty simple, the problem comes when you start seeing smoke out the tailpipe. The engine is running rich because it can no longer suck in enough air on it's own to completely burn all the fuel your feeding it, so your seeing fuel go out the tailpipe.
This is where a turbo comes into play. It uses the exhaust flow to turn the turbo turbine (another air compressor) to litereally suck and force more air into the engine. It's also called forced induction. This new flow of extra air allows you to burn more completely at high altitudes because you are making up for the thinner air with simply more air. Back in the old days of semi's and turbo's they were actually called altitude compensators and were really never designed to add power at sea level.
Then someone figured out if your engine is seeing more air than it can make use of at sea level you can add more fuel for more power. Now look where we are at today, 20 year olds driving cummins equipped vehicles around who think it's fun to "smoke people out" at stoplights with a big thick black cloud of unburned fuel.
Anyway, I am not a turbo guy. I prefer naturally aspirated. Especially on a 6.2 which will last it's longest when you use it for what it was designed to do which was deliver acceptable power but excellent mileage.
Back to the air intake mods. Doing the above mods will free up more air to flow into your engine thereby making for more complete combustion, more power and better mileage. Do some google searches and you'll find the results are pretty impressive. Not as much as adding a turbo, but definitely an improvement over the restrictive factory intake.