i did quite a bit of tuning on my old 1.8TD mondy, i done a tuning guide here which goes into detail on what tarmac terrosists has listed:
http://members.lycos.co.uk/plandesigns/tuning.htm
dont just turn up the boost without the fuelling or it will run lean and not really go any quicker.
the U-bend on the intercooler is fine at 18-19psi i drove mine for a long time like that, a mate of mine burst his at about 22psi.
i used a bleed valve because the wastegate adjuster is a bitch to get at, and the bleed valve (one of them dawes device thingys) worked fine.