If you mean a modern, high-performance diesel, you're asking for trouble doing that. Expensive trouble.
As well as the detergent & lubricant qualities A_S refers to, paraffin is far more volatile than diesel (IE bigger, faster 'bang') and it will damage your engine.
If you mean an old fashioned, low-tech engine, then by all means try it. The original diesel was designed to run on almost anything with a volatile content. I think it was intended to run on oil from nuts? And provide cheap power for underdeveloped countries?