Mythbusters had a segment on this, seems I remember no positive conclusion. I also remember reading that an auto club or university had tried to prove it would help and could not.
As to my own experience, I have never noted an increase in my 350/450 trucks mileage whether the sliding cover is open or closed. On 2 other trucks, I had fiberglass covers, and the weight of these would have negated any mileage gains.
Get one for security of items in the bed, not mileage...
'05 36TK3 Mobile Suites
'10 F450 new to me
'09 F450 Lariat 4x4--died