I'd lean it out from the DME, tightenning could give you better low end I suppose, but doubt better economy.
On mine ONE click makes a semi-significant change, and three clicks made a really big difference... Maybe your AFM is not functioning the way it should (not saying that for sure). If you have at least an air/fuel gauge, I would do further testing, also look at the spark plugs. You don't want to run the car too lean, but it should be OK with a bit leaner than stock. Let me know of any further questions, and keep me updated.
Ahmet
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