Probably not. The throttle response is controlled by the ECM and Throttle Position Sensor. The Engine Control Module is programmed to provide a certain amount of throttle for a certain amount of pedal press (which sends a certain amount of voltage - the more the pedal is pressed, the more voltage sent to the input on the ECM) - but the ECM also has a programmed "delay" before it opens the throttle more.
There are four things you can do:
1) purchase and install one of the aftermarket Throttle Response Controllers - the two that are most popular and also most villified are Pedal Commander, and Pedal Monster. I have my preferance, but do your own research on those and make sure you know what the pitfalls of using such a device are as well as HOW they interact with your system;
2) Have your ECM reprogrammed/retuned for better throttle response.
3) Purchase an OBD Link MX+ and AlphaOBD and follow one of the guides here to "slightly" improve your throttle response by adjusting the Throttle Response settings using Alpha, or
4) Get used to it.
A CAI will slightly (about 1-3%) improve your MPG and maybe your tourqe. Some people swear by them - but I personally don't think it will do all that much for you.
I did add a little more power using aftermarket Coil Packs - but I have a gas engine, and diesels don't use them AFAIK - not a diesel expert so I could be wrong.
Good luck!