The problem with small diesel trucks in the US, aside from consumer perception, is that certain states (e.g. California) have emissions regulations which make it very difficult to pass (particulates, nitrous oxides). Additionally, until 2008-2010, US diesel fuel was really high sulfur, which killed most emissions control systems. (the irony is now European fuel is higher sulfur). I think trucks under a certain weight had to comply with different emissions regulations (passenger car vs. truck), and without being able to sell in all 50 states, it was uneconomic to import.

The Mahindra trucks just cleared EPA tests in the US.

Guess we'll have to use vegetable oil.

Unfortunately most of the common rail/high tech diesels are less compatible with vegetable-derived fuels than the older tech diesels. You can run biodiesel in some, but often not B100 -- but in the old diesels, you could run straight vegetable oil.