see here http://www.percybigun.co.uk/mondeo2/tuning.htm and theres a fast ford mag tuning guide they did about my car which was based on that tuning guide (i got scans available if you want).

plenty of people are running nitrous on diesels, with great effect.

i have a 1.8TD running high boost and with alot of other power mods and its hardly effected MPG unless i floor it ALL the time. for general running about its no different on fuel. i got told all the same advice as above when i started modding mine, then tried it out myself and proved them wrong lol