There's a company that started doing 4bt swaps into the Ford F150 chassis, don't know where they are at right now, might have faded off the scene. At the time, to do the swap with the auto/od was $15k with the motor. They came up with a way to interface the electronics.
The thought that came to mind is to do a Brazilian Ford swap, which takes the MWM Sprint 4.07 TA (4 cylinder turbo intercooled) or 6.07 TA used in the Brazilian market Ford trucks (same chassis as the US version). These trucks are getting incredible mpg, and the engines are easily modifiable so you can get more power without sacrificing the mpg.
Here's an example; there's a guy in Canada that used a 6.07 Sprint motor and dropped it into a Chevy Suburban. It bolts right in with factory mounts and brackets (it's used in the full size Chevy trucks also), backed it up with a TH700R4 and 3.42 gears. Hp is at 180 with about 350 ft/lbs of torque. Performs just as good as the small block gasser that came out of it, yet (according to the owner) it gets between 37-42 mpg. I read about this in Diesel Power, and immediately wanted in. The problem is, finding the MWM Sprint is next to impossible in the US as a direct import, you have to go to the Canadians to get it. Old British Wheels is the one to talk to (big thanks RLDSL for the reference, so now the bleeding can stop temporarily

), and then it's a matter of getting the equipment to put it in. Hopefully the smog nazis won't come after you, even though this engine compared to what we have here is a low emissions diesel. It's a nice unit; simple, 3 valves per cylinder, direct injection with either a rotary or inline pump, easy to work on and uprate. It's the Cummins B series of South America.
The other thing to consider, if your focus is mpg, is that the vehicles with the diesels we have can get the big numbers, if the trucks were geared right. I'm talking getting 3.08s or numerically lower gears for the axles, synthetics, skinny tires, lowered suspension, lightening things up. Most of the time, the fuel and timing curves on both the mechanical and electronic diesels are way off from what is optimum from the factory. Just getting those details together can get a truck to do 30 mpg or better.