It's really interesting that for as much as you dislike diesels, you sure do make a point of popping up and commenting on diesel-related threads.
Fuelly isn't the best of comparison tools for mpg. The diesel colorado is rated for 20 city/29 highway compared to the Ram's 19 City/ 27 highway. By virtue of having 2 less cylinders in an inline configuration, the 2.8L duramax will have marginally better fuel economy versus the 3.0L V6 ecodiesel. Plenty of owner feedback on forums and in vehicle reviews have stated that the Diesel Colorado is capable of getting low to mid 30's in the right driving conditions...I don't think the ecodiesel gets that good of mpg.
OP, I think the Chevy Colorado diesel or GMC's version is a great vehicle to get for overlanding. It's basically what everyone wishes Toyota would do with the Tacoma. The only thing I don't like about it is the auto-locker on the rear axle, but supposedly an off-road ZR2 version is in the works with front and rear selectable lockers. And yes, this engine is made by VM Motori, but I wouldn't let that dissuade you. They're a well-known engine maker that sells their products globally. This 2.8L engine, and earlier variations of it, have been sold globally for well over a decade now.