As long as you accept that you are changing the basic nature of the car then everything is in the table, right?
Here are some random thoughts on how to make an E9 more nimble on a budget:
A steering box that works to spec is not the problem, IMHO. My vintage race car has a worm and roller box and I can put it 1” off an apex repeatedly. The play in this type of box goes away once the steering is loaded up.
To me, E9 steering doesn’t feel sloppy, just slow. So, I would start by changing the ratio of front/rear roll bar stiffness (more relative rear bar). Then try changing the front alignment a bit (a hair less toe in, make sure all the suspension bushings are fresh). Think about a 350mm steering wheel. Next, I would look into speeding up the steering ratio per BelgiumBarry’s mods to the steering arms (don’t go too far and cause bad bump steer).
If it doesn’t handle likes Lotus Elise yet, how about focusing on taking as much weight off the front as possible: a GRP hood & front bumper, alloy radiator, plus AC delete?
Me? I decided not to try making my E9 something it isn’t. So I went shopping for a 2002 or GTV (got the Alfa). It is light and tossable as anything from that same era save a Lotus Europa, Ginetta or VW 914. And when that’s not enough I have a 1000lbs sports racer that’s street legal ;-)
John