Do you know of any disease where HLA / MHC association discovery has led to better treatment or management?
I don't know any true disease associations, but since this question still has no answers, I'll offer one...

One class of associations you might be missing is difference in drug response. Patients with HLA-B*5701 are known to be hypersensitive to abacavir. Genetic screens are available to screen for this allele, and this information is used clinically.