[Dougal]

The reason newer, smaller engines respond better to intercooler upgrades is due to the boost levels they run.
Lower boost is at a lower temperature so there isn't as much cooling to be done. Below about 10psi there's no point in intercooling a diesel, but some modern diesels run as much as 45psi boost.

Many people are concerned about a front mount intercooler blocking airflow to the radiator. It's a valid concern but usuall the more heat the intercooler sheds, the less the radiator has to. So the total cooling load on the air stream through the grill won't change radically.

Regarding fuel consumption, an intercooler does increase engine efficiency, again how much you get is "how long is a piece of string". But don't expect more than a few percent.

They only make your turbo work harder if you change the boost levels.
If the intercooler and piping restriction drops boost by 1psi then it doesn't matter. The turbo still only produces the original boost but at a slightly higher flow rate as the cooled air gains density. Some people crank up the boost to compensate for intercooler pressure drop. That is folly.

Do they drop EGT's? Certainly! There's a rule of thumb which is drop 1 deg from your intake and the exhaust temp will drop by the same amount. But your exact figures may vary.