a diesel conversion has been done, jeep make a crd jeep but they cost a bit.
fitting a different brand of engine instead of the petrol is just a case of pure enthusiasm and an open cheque book. have a look on naxja or pirate as this has been done (once) and covered in different postings. it's not a straight bolt in swap and everything (enginemounts, adaptor plates etc) will have to be made specific to the swap. there are no specific diesel engines that will be reasonably easy to swap over