Some internal wastegates are adjustable.
The rod from the wga (wastegate actuator) to the flapper valve is threaded, so you can adjust it.
However you can only increase the amount of boost. The wga has a spring inside of it thats preset to a certain amount of boost.
Other then that you would use a boost controller, either manual or electronic. But once again you can only increase the boost because of the preset spring in the wga.
Edit: You can also shim the wga with washers to increase the boost.
Unbolt the wga from the compressor housing and use 2 - 3 washers on each bolt hole in between the wga and compressor housing.
My buddy did this mod to a mk3 supra that he use to have. Increased the boost by 3 psi.
Heres a pic of the turbo (Garrett T3) that I use to have (Charlie (white90dx) has it now):
Notice how the rod from the wga is adjustable.