There was a magazine article about 10 years ago on improving the milage on a diesel PU. They did all the PC stuff and also added a tuner got it up to about 19-20. Added a cover and I think they got it up to around 22 or so. But who really wants to drive at 55, windows up, no ac etc.
So overall yes I think a cover will help but how much will depend on how you drive. I got one off CL for a short bed truck and then cut it to sit behind my crossover tool box so I have the best of both. A box I can get into easily and a cover for the rest of the stuff. Havent really paid any attention to whether or not the MPG changed, wanted a cover for the in bed security.
On my old truck I tried with and without a shell, saw no real difference, just gave me a higher cover to work with thus a little more verticle room.