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Best fuel economy comes when the engine is in its most efficient RPM range. If the gearing is too high then your RPMs are too low to make power efficiently and it takes more throttle to do the same work.
With 35.4" tires you shouldn't notice much of a power loss. I'd bet you would gain more from a tuner than gears. Also, changing from 3.73s to 4.10s doesn't do much, so if anything go with 4.30s. If you have plans to maybe step up to 37s then you would be back to stock ratio.
I thought that as well, she isn't a slug but I know she could be snappier. When I placed 35.4 and 31.6 (new versus stock) and then plugged in the gear ratio of 3.73 it said I am effectively at a 3.33. If I change the gear ration to a 4.10 then it's a 3.66 and 4.30's a 3.84. I would love to do the tuner but to be honest I don't want to deal with the head issue earlier then expected. Out here the dealers are dicks and will void if you fart wrong it seems, never had that issue with a chebby dmax. Once my warranty is expired oh hell ya I am or if the heads blow on there on then I will use ARP studs and tune it. Right now just doing the "Safe" upgrades.