You can use the intercooler from the mk1 Focus which was fitted with the same engine.
Apart from a good panel filter from K&N or Pipercross, custom exhaust system and a remap there isn't a lot which you can do with this engine unfortunately.
I had a 2001 plate 1.8 diesel mk5 Fiesta as my first car and it was brilliant. I personally only fitted rear axle spacers and a K&N panel filter to mine.