Noone that I am aware of on this forum has done this conversion. The "Diesel Conversion" thought bubble pops up from time to time but the conclusion that everyone comes to is that it is not worth the effort let alone the money.
But you would be on the right track.
RF with bellhousing and gearbox from NZ would be the way to go. Your current gearbox and diff ratios will be all wrong. You would need a custom bellhousing to mate it with your current box. GV 4.8 or 4.3 diff ratios.
some interesting and relevant tech
http://www.auszookers.com/forum/viewtopic.php?f=17&t=16746&view=nextSuspension upgrade to take the massive weight increase.
Also consider the later common rail MZR-CD engines which are based on the RF block, up to 2.2l with respectable power figures. That may be worth the effort but would require driveline strengthening
Total cost of any conversion would be multiples of your cars current value.
I have driven a JDM RF diesel Grand Vitara in NZ and it was a bit underwhelming.
(hint: J20A)