Unfortunately, the best fuel efficiency mods are basically:
--Low-profile street tires (less resistance to rolling, less energy lost to sidewall flex)
--No roof rack (reduce drag)
--No grill guard (minimize weight & drag)
--No exterior accessories (minimize drag)
--No useful supplies (minimize weight)
--Remove spare (reduce weight)
--Remove running boards (reduce weight and possibly drag)
I haven't tried a cold air intake on my T4R, but I think they make the most difference on diesels and really haven't seen much improvement on other vehicles I've tried them on. I'm not even sure where you'd punch one of those through, I generally try for a hybrid cold & ram air intake that's a reasonably straight intake path to the front grille.
If your mud tires are larger diameter than the stock tires, keep in mind that you're going farther than the gauges say-- including any add-in gauges. Also keep in mind that, if you're in an area that mandates oxygenated fuel mixtures in the winter, that'll be a mileage hit too.
Cutting-out the maximum amount of weight (you could even take out some of the seats!) amounts to very little, and being caught without something you need can amount to an awful lot.
Cutting-down on the drag also doesn't amount to much, either.
Fuel efficiency tires are probably something that would make the biggest difference, but I'm guessing you put the mud tires on for a reason, and the fuel efficiency tires are terrible on pretty much any surface except dry, clean pavement.
Really all I've done is remove the running boards, but more for more clearance in snow since I had high-centered on snowbanks with them. I left the roof rack off for a while, but the truck looks kind of dumb without them, removing it didn't make all that much difference, and it's hard to haul drywall and lumber without the rack.
In short, it's nice to try to get the best mileage you can, but most mods are just going to have poor return and possibly impair the usefulness of the truck.
