But for starters.....
The M21 (324TD & 524TD) is based on the same architecture as an M20, for which there are conversion parts. You'll have to switch your fuel lines to diesel-friendly lines and be prepared to do a lot of the thinking and fabrication by yourself.
With the exception of the sure-to-be-huge shipping costs, it might be worth shipping over a Euro model diesel. The newer ones will require more fabrication, but they would give great performance and mileage.

Otherwise, keep looking for a 324td or 524td. Of course, the other option is the 84-85 Lincoln Continental Diesel, which borrowed the same motor.....they're just rarer. If you can find the whole car, a diesel Lincoln would be worth less than ice in Alaska.
Nobady seems to be able to source images or more information about putting an M21 in a 2002, but many are interested. Let us know if you do.
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ClayW
1976 Fjord 2002 Sunroof
Project Blog
"Finish the thing, do it right the first time and drive the son of a bitch!"
-Gray Baskerville on hot rod advice