The easiest thing would probably be to sell the TJ and to buy a diesel truck. There are tons of JDM Land-Cruisers with good diesels that can be had for under 15K$. By the time you swap out everything in the TJ to bring it ot the level of the Land-Cruiser (better axles, better trans, better driveshafts, better T case, better brakes, etc) you could have a really sweet Land-Cruiser, and have a much more reliable vehicle to boot. The TJ is a good vehicle for what it is, but taking one and turning it into something totally different is a massive undertaking.
I have done a few diesel swaps and unless you are willing to spend a huge amount of time, effort and money they generally don't work out too well. They require a LOT of engineering. You end up spending days just doing boring stuff like running fuel lines so they are routed properly.
The cost savings issue is debatable, fuel costs do not amount to major savings when the conversion costs are factored in. It would eventually pay itself off in a daily driver but it takes a long time, and you would have to start with a very inefficient vehicle, and get an efficient engine.
I don't know why the 4BT is so popular as a swap, the 6BT is such a much better engine. The 4BTs do not have cylinder overlap so they rattle like crazy, they are loud, they are heavy (only 200 lbs lighter than the 6), are weaker, and they are sooo expensive! You can buy a running driving Dodge 6BT with a 727 for 2000$. Your options in smaller vehicles are limited due to size, but it can be made to fit anywhere (as anyone who's seen my Land-Rover can confirm).
My personal solution to the fuel issue is a 60+ MPG VW TDI and a 20 MPG Cummins powered pickup. The truck sees maybe 15K a year and the VW sees 50K.
BYW I have a 3.4L Land-Cruiser diesel drivetrain I would sell if someone wanted it. It would be a much better swap for a 4 runner or mini truck, which is why I was saving it, but I have too many projects...