These newer clean diesels can't be compared to diesels of old. They not only don't smoke, but if you look inside their tailpipes, they are as clean as any new gas vehicle... Zero soot. The downside is the DEF system. But from what I'm reading they are quite dependable and foolproof. And they'll only get better as time goes on. And they use very little DEF Fluid. A 5 or 7 gallon tankful lasts several thousand miles. And you can buy it most everywhere.
If I had one I certainly wouldn't be burning recycled French Fry grease in it. It just doesn't make any sense trying to save a few bucks on fuel in a $85K truck. And many times Bio Diesel costs as much or more than standard diesel fuel. And they all get such great mileage, and are so clean running in the first place, there is no point.