You want to shift into a gear that keeps you in the power range.
Your turbo might be starting to fail, if it is smoking (more fuel than air to burn it all).
Most likely you could gain some horsepower by replacing the fuel filter.
Banks used to sell a lot of intercoolers to the new truck owners back in the 90's. A larger intercooler will improve airflow, and cool the air better, providing more power.
What I would not do is install a K&N air filter. For some reason - if the air filter does not collect much dirt in 15,000 miles, it is letting more dust through than the factory paper air filter.
Good luck,
Fred.