A Pyrometer isn't really needed on a non-turbo diesel since they can only burn a specific amount of fuel (atmosphere intake pressure). The only real advantage would be to "drive by exhaust temperature" to maximize fuel efficiency.

trans temp- As Gene said, useless unless you're towing a trailer.
fuel pressure- You would need pre-filter and post-filter. Not really much use.
oil temp- Nice to know but generally useless since your car has a big oil cooler and oil thermostat.
oil press- Not really needed either. Oil pressure is much higher than the dash gauge reads so if its not pegged while driving you know there is a problem.
coolant temp- Whats wrong with the one you already have?

The one I would really consider is an air filter restriction gauge (filterminder) so you can know for sure when it needs to be changed.