I drive an '04 Adventure diesel, and I can still put up with its shortcomings, considering how reliable the 4D56 is. Anyway, there's this guy who claims to have slapped on a turbo on his Adventure's 4D56 engine, without modifying the internals. I don't know if his unit is still running as of this posting.
I referred the matter to a couple of tsikoteers who might be knowledgeable about the topic, and their response was that it's easy to slap a turbo on a stock 4D56 -- doing it as well as Mitsubishi's engineers is another matter entirely. By way of comparison, a 4D56T has different pistons and injection pump, plus an oil cooler and plumbing for turbo cooling.
You can either go through the trouble (and the expense) of turbocharging your Adventure and put up with dodgy reliability, or you can just sell your unit and get yourself a nice SUV with a factory-built, properly engineered CRDi powerplant for your peace of mind.
As far as improving your engine's performance goes, have you tried injector cleaning? Recalibration? Or maybe using biodiesel?