Mother Earth News ran articles on this decades ago. You do need to add the kit, since most engines require regular diesel fuel to start and then switch over to the tank of free stuff. Not a big deal, but not too many people will take the time.
Funny thing; when I bought my Ram diesel pickup 12 years ago, mainly for towing, diesel was way cheaper than gas. Now it's the opposite, even though diesel is much cheaper to refine. More govt garbage.One of the big problems is the govts virtual ban on diesel cars. Thanks, EPA.
As to WVO being illegal, it is. Unfortunately, some jurisdictions are cracking down and imposing large fines. Good luck.