Tuning boxes work on adapting various parameters.
If they connect to fuel rail and MAF/MAP sensor then you have something which is a bit more potent than a simple fuel interconnect tuning box. The more sensors to which the box connects, the more appropriate the effect on the engine's base map. All you are really doing is making the ECU think the environment it's functioning in is different to what it really is.
Those which connect simply to fuel pressure sensors in diesels essentially tell the car it's not putting in enough diesel, so the car ups the fuel pressure. This reduces life of the pump and also has impacts on emissions. The thing with diesel is that you can essentially dump more fuel in and get more power.
If you get your ECU remapped, you'll see an increase in torque, but your fuel pressure won't be raised unnecessarily. your turbo output request will also be modified to suit your requirements. You can choose to have a linear or steep torque curve and a tuner can modify the map for peak power, torque (for towing) or economy (if fuel saving is your aim). a tuning box would likely show you a fuel saving on the dash but that's because the car is using more fuel than it thinks it is.
I'm fairly experienced with remapping on petrols and I'll be honest, it's more difficult to screw up the map on a diesel than a petrol, but the basics remain - a tuning box which just alters the amount of fuel delivered to the car is never going to do it a world of good.
As a 1.2TCE owner, I know this engine can be mapped for 165-170bhp and 250Nm of torque. I'm not doing it on account of warranty, but I'm happy it can take that.
A bit wordy, but I hope that helps.