A better understand of things is always helpful
based on what I've heard from people I'm guessing that the headers on the VX are very free-flowing meaning that they're great for a supercharger but not so great for a VX without one...
I forget what they're called they make exhaust bits where you can add or remove plates to control the "back pressure" I'd say that you can put on any muffler/exhaust that you want but if you add one of these plates you can play around with the configuration until you have one that gives you the right amount of restriction for scavenging in your desired RPM range.
start with the least restrictive, check your gas mileage across 2 or 3 tanks, add a plate, check your gas mileage across 2 or 3 tanks, if it improves add another plate and keep doing that until you see the mileage go back down then back off a plate and you'll have your sound and performance too
when doing this be sure to keep tabs on when you use AC or ride with the windows open or with a roof rack on, since all of those can effect your mileage dramatically.
BTW I noticed we're in the same region... are there any New England VX meets? I saw a post from someone in Cape Cod recently too...