They did not put a diesel in the 2006 Jeep Grand Cherokee but the Jeep Liberty has a VM diesel. I have an 06 that I run on WVO it now has 50k miles on grease. The trick is the Common rail need to be electrically heated. I used a line heater wrapped around the common rail and the temps are around 200F using a laser temp gauge.
On the 07 Jeep grand cherokees they are harder to convert to WVO due to higher emissions standards that require a DPF. This gets clogged by WVO and Biodiesel due to its inability to burn off the veg oil in its raw uncompressed state.