Correct me if I'm wrong but aren't the catalysts already heat shielded? Catalyst, fiberglass, sheetmetal. This is done to keep the temps up in the catalyst to keep it active as turbodiesel exhaust is not as hot as gas engines by several hundred degrees. Given the relatively low temp of diesel exhaust, as well as the relatively short path of the intake / exhaust manifolds I don't see any gains from wrapping anything. You'd likely end up with a negative bang for the buck.