Ok, the issue with using oils is they clog up the injector intakes.
There are some car companies that recognise this and build cars with better injectors (Ford and Saab I know for sure).
The point of using oil is you need to heat it so it is more fluid and not thick and gooey.
The fuel pump needs to be replaced with a stronger one, the injectors need adapting and a very very fine filter is needed to catch debris.
The car also needs to have a small diesel tank to start the engine, heat up the oil tank (where it then switches over to oil) and then when you are about to turn the engine off... or are a mile from home it reverts back to diesel to clear the oil from the engine and pipelines.
In essence, yes older than 04 diesel engines can cope. But don't bother using "used" vegetable oil as it is such a low performance dirty debris filled fluid that it isn't worth the hassle.
Convert it to rapeseed instead.