To make more power you have to burn more fuel or burnt the fuel more efficiently. Adding more fuel is relatively easy. Add more rail pressure and or add injector duration. For stage three turning larger injectors allow even more fuel flow.

The timing of the injection is the area where good gains can be made. Injecting the fuel at the correct time starts the fuel burn at the optimal time to give the highest downward force on the piston resulting on the best possible torque. This fuel control is critical for the correct performance of the engine.

With all things tuning if you change one thing you will have to change other aspects to retain the optimal tune. Adding more air will provide the opportunity to burn more fuel.
All the modern diesel engine I can think of use a turbocharger to add air flow into the engine. A large number of these turbos are a VGT (Variable geometry turbo) these turbos control turbo boost by the angle of the vanes directing exhaust gas onto the turbine wheel. The angle and operation of the turbo vanes is an aspect that can also be tuned. More boost equals more air flow into the engine.
Larger exhaust systems allow the exhaust to flow more freely out of the engine. Allowing the new fresh air to enter the engine with greater ease.
With diesel and GDI engines allowing some of the air to exit through the exhaust is not an issue. It is most definitely an issue for petrol port injected engines but that is a topic for another day.
Throttle blades are fitted to many modern diesels. They are really only used for the EGR and for smooth shut down.
EGR and DPF are of interest to many. EGR has the potential to cause two issues. The first is the well know soot deposits in the inlet manifold. This soot needs to be regularly cleared out by induction clearing or physically removing the manifold and cleaning. The second not as well know issue is cooling leaking into the EGR cooler. These coolant leaks will cause a simple overheat all the way up to a catastrophic engine failure.
DPF is a filter for removing soot from the exhaust. A DPF is a large restriction to exhaust flow, as we all know any restriction to exhaust flow reduces air flow into the engine which impacts on the potential for power production. Both DPF and EGR are emission control devices. Being only for emission control both of these can be deleted or removed. As well as physically being removed the tune file has to be modified to prevent engine codes and limp mode being activated.