Is your turbo clearing the fuel you are currently supplying? How are your egts towing and driving? What is your goal for hp and/or use for the truck?
You could start with injectors and then decide on a turbo, since you will probably have to upgrade your current turbo or get a better one with more fuel.
Bosch injectors (300s, 330s, and 370s) are priced well, Dynomite Diesel makes good 12v injectors, and New Era has some reasonably priced ones.
Depending on the amount of fuel you add you can upgrade the hx35 with a HTT kit and an exhaust housing, or upgrade your turbo to a S300 based turbo from HTT, II, BD, etc. (an Hx40 is also a reasonably priced upgrade but you give up some in strength over the S300 variants)