When you notice your boost gauge is not banging the needle as high as it used to, check under the hood for little sooty marks around the head, plugs, heat shield and rocker cover, usually accompanied by little putt-putt sounds.
If you see 'em, remove your heat shields and retorque the manifold.
However, sometimes that is not possible because of deterioration of the threads in the aluminum head. Threads can be destroyed by careless overtorquing or loosening due to vibration or by (as in my case) by someone having not bolted the turbo to the lower support bracket,
leaving the turbo unsupported except for the manifold studs.
Having that much weight unsupported that far away from the manifold studs (especially if your engine mounts are wheezy) will ultimately shake that manifold loose.
Once the threads are destroyed, you need not chuck the head out -- they can be repaired using helicoils.
This is how I did it.