The 1984 Lincoln Mk coupes had an option for a BMW built diesel.

http://carscoop.blogspot.com/2010/10/rare-find-1984-lincoln-continental-with.html

I had a mining engineer friend who had one in a Mark VII coupe and he got 32 to 34 MPG consistently on frequent trips from Whitesburg KY to Lexington KY

I did that same trip many times in a 1984 Ford Thunderbird gasoline V6 and typically got 24 MPG.
My brother had a 1986 Mercury Cougar turbo 4 and would get 26 MPG on the same exact trip.

It would be a relatively rare car to find in a salvage yard, but about the right size for Jeep duty.

The air cooled Deutz diesel used for portable pumps is a great design, and I have read where it has been retro-fitted into trucks.

If you wanted to stay with a newer design
consider the Motori diesel in the Jeep Liberty
or a VW TDI, including a 5 cyl TDI