Tuning boxes plugged a gap early on in the whole diesel revolution, before the remapping revolution they allowed considerable extra horses to be squeezed from ECU controlled diesel engines by essentially skewing the injector timings. This yeilds power, but it's a bit of a broad brush to do something rather intricate. There's no mystery in crude diesel tuning, with a diesel engine more-fuel-more-power-more-better at the expense of smoke, this was all well and good for your old Peugeot 306 HDi where smoke equalled poke, but in these more finessed times with DPFs, complex turbo chargers, ever tightening mandated emissions standards, this is no longer in any way a viable method of tuning diesel engines.
Ultimately, to get the best from any engine, a bespoke (and I mean that in the lightest way possible) map is going to give you not only more power, but in the skilled hands of somebody who knows what they are doing, considerably better safety margin regarding engine components.
If these boxes were £50 (like some of the early ones were) then I'd say just go for it, however, they're not, these are not coming in at a higher price than a decent remapping session, excluding the 'plug and play' convience these offer no other benefit.
These are a sledge-hammer, yeah they work, but there's little finesse in them.
I'd take the money and find a reputable tuner (you'll get plenty of suggestions on here) who can take your vehicle and actually demonstrate what they have done and talk you through the process, not a kid who's bought some wonky Polish maps from eBay and is uploading them to cars (with no intellectual property rights to do so) and extoring large sums.
If you could have a tailored suit for the same price as an off-the-peg one, which would you pick?