I heat my oil just before the injector pump. It is good because the injector pump is not suddenly fed hot oil, and is "pre warmed" but is bad because diesel does not lubricate as well when hot. I use a blend of diesel/ veg oi as my start up fuel, which helps keep the lubricity up (and per barrel prices of crude down) I have a tap to turn of the heat if running on diesel for long stretches (which I avoid of course) and have an in line fuel pump, which is lubricated by engine oil, not fuel oil.
For some injector pumps (rotary for instance) it is not a good idea I believe.

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cheers
Chris.
1990 landcruiser 80, 1HD-T two tank, copper pipe HE+ 20 plate FPHE, toyota solenoids and filters. 1978 300D, elsbett one tank system. 1979 300D veg oil/ diesel blend for now.