What exactly is the problem? Are the revs dropping too low while you shift the gears? If so, you could try a no-lift or half-lift shift with your right foot to keep the revs up a little between gears.
Or is it something else? At what rpm are you shifting? Below about 3000 rpm the 2.0L is not into the strongest part of the torque curve. Maybe change your shift point.
I have a 2015 3sGT with the 2.5L, which has better low torque between 2k and 3k, so early upshifts are smooth. But I definitely notice the lag when trying to throttle blip to rev match a downshift. A little tap, which would be fine in a sporty car, gets almost no response. I have to remember to really hit the throttle to get it to blip.
I think if you read a lot of threads here, you'll see that changing the intake is probably the quickest way to get rid of some of the lag. Your KN filter may help a little. An aftermarket intake may make a bigger change, but it may also affect your torque curve. Some have said that the higher revs feel better, but there's a loss of low or middle power. That can make it more fun to wring the car out, but it's no good for regular getting-around-town driving.
From what I've read here, the only way to REALLY minimize the lag is to get an ECU tune. Look for posts about "Orange Virus Tune" or "OVT." Most people are very happy with it. They say they get extra power, reduced lag, and are able to keep good fuel economy if they're not driving aggressively.