the stock TCC has two weaknesses:
- single surface (i.e. only half of a clutch when you compare it to a manual trans clutch),
- shock-uptake springs in the TCC hub may not be very strong;

aftermarket TC/TCC may address those...

but, each upshift takes only a few tenths of a second... i.e. the TCC is unlocked for a very small percentage of the time, I don't believe you will see any fuel mileage increase from keeping TCC locked during upshifts.