I wouldn't go diesel for MPGs, the gain in miles per gallon is way offset by the cost of the diesel swap. Meaning you could buy thousands of dollars worth of gasoline before you start feeling that sweet diesel MPG. Swap a diesel because they're a fun novelty in a Montero, our trucks don't get good MPGs even with an oil burner expect about 20mpg tops.
Also diesels are heavy, that engine weighs almost as much as a 1UZ and still not so much lighter than a 6G74 to even notice. Not trying to talk you out of it, turbo diesels are a blast especially off-road in low range. I'd also really love to see more engine swaps especially cross platform stuff, if you're a serious diesel enthusiast you should definitely do it. If you're really looking for torque and MPG in an offroad machine buy gears instead.