NO you don't need to go to 4.30 gears. a waste of money, and NO they won't give you better MPG. 2500 RPM is 2500 RPM no matter if you are in OD or 3rd gear.
Best thing. Lock out OD. That little button on the end of the shifter. Press it, and you will see a little icon on the dash that will tell you OD is turned off. It will then hold 3rd gear longer, because it can then lock the torque converter. With the OD on, and running in 3rd. the torque convertor is not locked up, and can cause the trany to heat up and the engine actually runs at a higher RPM that 3rd gear. Locking out OD will stop that.
So just turn off the OD. You and your engine will be happier. And don't worry about running along at 65 MPH, and 2500 RPM in 3rd gear. the 5.4 loves it. It is not working nearly as hard at 2500 RPM in 3rd as it is in 2100 RPM, and OD. The 5.4 is VERY happy at 2500. It actually makes its best power at 3500, so 2500 is just loafing along.
I'm willing to bet that before you hooked up the TT. You ran in OD all the time, and you NEVER heard your engine run. Its OK. It is doing what it is designed to do. Enjoy the sound of a running engine, it is enjoying itself. And I bet once you lock out OD. Your MPG will improve, maybe to 9 or possibly 10 MPG. IF you can get 9. Be happy.