What kind of range are you getting now?
I would be reluctant to move away from the factory specs. The wheels were chosen for good performance and safety considering the weight and power of the vehicle, and conditions it might experience. I submit the tires you choose are far more important than the weight of the wheels. Unfortunately it is quite difficult to compare manufacturer specifications that relate to energy efficiency, particularly between vendors.
FWIW, the Model X Driving Dynamics thread is probably a better place for this discussion.