I had a friend with a Diesel Golf in the 80s. He liked to tell of how when it was still under warranty, the dealership had to replace everything north of the main gasket, and a year later, they had to replace everything south of the main gasket.
Modern diesel engines, and I think this applies to modern diesel automobiles, have to have an extra tank of urea, about 10% the volume of the fuel tank. It gets added to clean up the diesel combustion process and can reduce emissions by over 90%. I don't think it does anything on the particulate side, and those particulates when not captured by some sort of filter can wind up in lungs.