So I'd be looking at putting in a Ford Turbo Diesel engine from Europe. Go with the same brand of engine because it makes things a lot simpler. Make sure you get the wiring harness and ECU as well.
Specifically the 2.0 tdci from the Ford Mondeo
Look here for the fuel consumptions:
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2011 Ford Mondeo MPG - Actual MPG from 9 2011 Ford Mondeo owners
This 2.0tdi should easily have the torque of the old 3.5 petrol engine and it's more likely to feel more powerful than the original engine.
You can see people are getting 41-48mpg from those engines.
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2003 Renault Scenic - 30% more power with no loss in fuel economy.
1991 Toyota GT4 - more economical before ST215W engine-swap.
previous: Water-Injected Mitsubishi ~33% improved.
future - probably a Prius