Is intercooling on the menu? Propane might get you something for cheap if thats what you are after, but more fuel and more, colder air should probably be priorities number 1 and 2. Within the confines of exhaust gas temperature limits (which are low) and head gasket limits (which are exceedingly high)... Don't know much about the 603 specifically, but I gather they are capable of some power... don't know precisely how much with stock IP though.. Another area that should theoretically net some benefits might be injector work, specifically an extrude hone or EDM operation...

For autox you probably want to avoid anything that will delay spooling of the turbo as well, so exhaust removal or enlargement, as well as intake restriction removal should help some..

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99 E300 Turbodiesel 100k