The veggie oil will eventually leave the engine "seasoned" like a cast iron frying pan. That is, it leaves behind an extra durable layer of grime which, unlike the frying pan, does the engine no good. The more sensible way to use veggie oil in a diesel engine is to first chemically modify it into a biodiesel. Now, instead of clogging you cylinders, it lubricates them.
RE: Can Diesel engines run on Vegetable oil? Let's find out.