nah, I and many other people use OEM headgaskets on 700+ hp applications.
my gas mileage went up or stayed the same on my last builds. 500-600whp. a bigger turbo will not spool as easy as a smaller turbo of course so the less you are in boost daily driving, the more stock amount of fuel is pumped into your engine. When you hit boost, that gas disappears like a fat kid gobbling creme pie.
mmm creme pie!!