No, your MPG won't be improved by playing with the plug gap. Usually setting it in the recommended range will work fine. For example, if the recommendation is for .039 to .043, gap the plugs at .040 to account for the increase as the plug wears and the gap widens.
If you narrow the gap more than the recommendation you might experience dieseling, a condition where the motor continues to run after the ignition is shut off. If you examine the plugs and they look black like carbon rather than clean grey ash, you might consider switching to the next level of a hotter plug, but beware: on Aveos there is a recall due to potential failure of the coil pack. Chevy's remedy for the coil failure was to substitute a spark plug that is the next level colder in heat range. So be aware that too hot a plug or too narrow a gap could cause problems.