hi guys,
not really a Mj, but I have owned few 2,1 diesel XJs in the past.
The mpg is nice you can easily get about 30 mpg. How ever, the parts are very specific (radiator, starters, alternators, all the intercooler hoses and more) and expensive.
The engine itself it sufficient at best, no pulling, no offroad, no HWY speeding. It likes to overheat, the heads crack, it tends to leak everywhere.
I would not recommend it to anybody here, nor in the US. Keep the 4,0s, I have done the same.
What you save with the diesel at the gas station, you pay in the shop to keep it alive!