Hey 924CarreraGTP, A few years ago a friend bought one of those kits to convert his 5 cylinder diesel Mercedes to run on discarded restaurant cooking grease (oil). He actually started the engine on regular diesel from the original tank and then manually switch over once the engine was hot. A second tank was mounted in the trunk to hold the cooking grease. This tank had several loops of 5/8’s steel hot water line running through it and then a special hot water sleeved fuel line was used to keep the alternative fuel thin enough to get through an injector. Some of the later kits added in a super duty 12 volt heater element to the grease tank which helps to speed up the diesel to grease switch over point.
After a few months of retrieving the cooking grease, externally heating it over a propane burner to a consistency that allows you to filter out the chunks of contaminants and then quickly pouring it into the second fuel tank before it turns to silly putty - he sold the whole set up with the Mercedes. I think when he switched over too early on his way to work one morning helped prompt his purchase of a little Saturn that consistently got 40 MPG.
Like Mikeesik mentioned, The new computer controlled injection gives the VW diesels outstanding performance and fantastic MPG BUT with the dealer premium tacked on to the sale price and with diesel fuel typically selling for .60 cents (or more) per gallon over regular gas - I'm not sure you will actually save much money driving a diesel vehicle unless you still own it at 300K miles.
Just My opinion, Michael