Before you start talking mods, you need to identify what your end goal is for the truck, then you can start prioritizing the mods.
What do you do with the truck EVERYDAY?
What do you want to do with the truck OCCASSIONALLY?
What's the WORST you see yourself doing with the truck?
Is it gonna be your daily driver, tow pig, weekend warrior, dyno queen, track star?
As for the DPF delete, you're in TN so need big deal there. As long as it's not somewhere that does emissions testing. But, you will need tuning to keep the CEL from coming on and putting the truck into contant regen mode.
Here are always my first priorities before you start adding power.
1 - GAUGES! Gauges, gauges, gauges! No power mods without gauges.
2 - Intake
3 - Exhaust
After that you can start talking about some minor power tweaks before adding a few hard parts.
Personally, I'd dump that Bully Dog. They have great hardware, but their software is less than stellar. As for the tuning, not everybody needs EFI Live. Most of the plug and play modules are gonna be more than your tranny and stock turbo can handle anyways.
Bottom line though, YOU need to REALISTICALLY identify what your want from the truck. Otherwise, it's just throwing a bunch of parts at it that may not meet the end goal.