Harley gets the overdrive affect on the late model Cruise Drive six speeds by changing the primary ratio. As you noted, the top gear ratio is 1:1. They basically copied what Baker had done previously with their DD6 transmission, which also has a 1:1 sixth gear and a different primary ratio. Baker also has their original overdrive transmission that uses the stock primary and either a 0.86:1 or 0.80:1 overdrive sixth gear ratio. Harley also offered a SE six speed overdrive trans for the '06 and earlier big Twins.
If you decide to stick with the five speed trans and just change the primary or the final drive (trans output sprocket to rear wheel sprocket) ratio's, you may find that method makes first gear too tall, especially if you ride fully loaded or tow a trailer. Some of the six speed offerings, like Baker's, can be accomplished using the stock trans housing and just changing out the gearset. That option was also available for the SE six speed, but I have no idea if that's even still available other than as used parts.
No simple answer, and you may wind up spending a lot of money and see very little real affect. For instance, spending a couple grand to save 1 or 2 mpg isn't going to be cost effective, no matter how you look at it. The faster you go, the more affect total drag has on fuel economy. Aerodynamic drag doesn't increase with speed at a one to one ratio. Roughly speaking, doubling speed will increase drag by four times.
How was your engine tuned? That can make as much or more difference than a ratio change. If the tune is set up quite rich in that particular load and rpm range, a simple change in the tune might provide as much benefit as a several thousand dollar transmission change.

Jerry