Diesel engines need a very exact fuel injector, to meter fuel to each cylinder for every combustion cycle.
That is expensive, so there is no really cheap small diesel sold anywhere, afaik.
There are portable multi fuel generators in service with the military, maybe you could find one from a surplus auction, but otherwise expect to see only bigger units. The smallest I've seen were whole house backup generators, around $10,000 for a 15 kw genset.