If you're looking at smaller diesels, the automotive ones already have a transmission attached...
- Toyota 2L/2L-T
- Nissan SD22/23/24
- Mercedes OM615/616/617 (the 4-banger often comes with a manual trans).

Back in highschool, a buddy had a Datsun with the SD22 & 5spd. It was the kind of vehicle that seemed to drive forever on $5 of fuel.