I have jumped my diesels from another running car (mostly my POS Jeep) on several occasions without any problems, but I wouldn't want to tell you there is no risk to the running car's charging system. The safest way to do it would be to leave the cables connected long enough to get a decent charge in your battery, then start the diesel with the other car shut off. YMMV.

BTW, I agree that heavy cables with a good connection are important if you want to start the car without waiting for the battery to charge. I have started mine immediately with a completely dead battery by using good cables, I have also had to wait 10-15 minutes when using cheap cables.