With regard to this specific engine it depends on what pump and injectors you have- basically if it has a Bosch system fitted you can just bung it straight in the tank without further ado. The only problem you'll have is the smell and poor starting when the weather turns cold, unless you go the whole hog and fit electrical fuel heaters and a seperate diesel start up tank.
With no modifications of that kind, I run my BX (same engine) on 80 to 100% veggie in the summer, and reduce it to about 15-20% in the winter .
If you have the Lucas (rotodiesel) pump then the juries still out. It'll run, but the Lucas pump seals don't like veggie oil. Having said that, some people have had no problems, but others have had leaks and failed seals.
As regards paying the duty on it, thats for your conscience to decide, but HM C&E don't make it easy........
Lots of XUD engine info here
http://www.frenchcarforum.co.uk/forum/index.ph p