Modern Common rail diesel engines run at much higher pressures than injector pump equipped engines. They also have sensors which monitor fuel pressure and flow. The thicker veggie oil will not only upset the sensor readings and result in the ECU going into limp mode or shutting the engine down, but will add stress to the high pressure pump, injectors and tank lift pump if it has one.
You can still run sum common rails on veggie, I've heard of people doing it, but you need a seperate tank with a proper heater and you need to start on diesel and change over when the veggie is up to temp. Unless you're doing a lot of miles, I suspect the costs of the additional components would make it pointless.
I've also read about people thinning the veggie with petrol and running it in common rails, but they seem to be older engines that they can stand to replace components on if they go wrong.
There's a lot to consider about what can happen to the special coatings/hardening on the HP pump when running anything but diesel through them. Certainly I've seen a few pumps come apart inside and fill the fuel system with filings, even when run on diesel. And remember, the fuel return puts all those filings throughout your fuel system ( tank, lines, injectors, filter etc )
