i suspect the link doesnt do closed loop so an oxygen sensor wont do squat
you should confirm with your tuner if it supports closed loop 02 feedback or not
if it doesnt get it tuned for light cruise / low load or change ecu's
if it does, then get the 02 sensor checked/changed and or get the afrs for light cruise trimmed
also drive normally, dont back on/off throttle constantly to raise boost and make boost nosies
another idea is your get your gf or mum / dad to drive your car, see what economy they get in it - i bet its much better than what you get