A few years ago I did the head gaskets on a similar VM diesel engine fitted to a Rover 825.
The gaskets were expensive at £35 each so the bloke said just do the one which is blowing, which made the job alot harder.
By the time you add all the gaskets, pressure testing, skimming, valve regrind, new bolts etc, then yes, head work is very expensive. Most garages will not do a 'part job'.
The bloke I did some work for was a bit of a dealer and wanted everything doing cheap, hence only one gasket.