... the quick answer is, yes, they do give a bit more ooomph on the PDs (about 0.3 / 0.4 seconds quicker over 40-60mph in 4th). A bit more soot too.
No, it didn't affect fuel consumption on my 2003 PD130. No check engine lights or other issues.
I ran it for about 7K miles then took it off because it made the car VERY sensitive to light throttle applications, which caused a bit of driveline shunt in town. I got tired of this.
My opinion: fun for £15 - £20. But don't expect miracles, and certainly not 20+ bhp.