From what I'm gathering here (and from other discussions I've seen or had in the past), and with all things being equal -- i.e. all vehicles on same fuel type at same altitude with the same gallon type -- the diesel application doesn't seem to affect fuel economy as much as the body type and level of build.
Lightly built Defenders seem to average mid to high 20 mpg with 200/300/TD5, built and loaded drops them down into mid 20s. Ditto for Discos/RRCs with same motors with slightly more drop.
The Cummins 4B guys on 4BTswaps.com have gotten as high as 35 mpg on 33"s, but with 3.00 or 3.25 gears. They drop right back down into the low to mid 20s using more conventional 4x4 ratios. 6.2 guys are getting low 20s and the Isuzu 4BD guys a little more than that. I haven't seen a 6.5 swap into a Rover but I imagine it would also be similar. 2.8 TGV diesel also firmly in the mid 20s.
I don't have a huge sampling pool, and most of it is anecdotal (as most mpg figures are) -- but my impression is that not matter what the frame, i.e. D90/110, D1, DII or RRC with a mild to moderate build/load (somewhere between a CT truck and a locked brute on 33"s) you're going to plop pretty reliably between 21-25 mpg no matter the motor you choose. Defenders appear to be slightly more frugal in their consumption but certainly not profoundly so when carrying a similar load.
Interesting because a lot of these motors vary considerably in terms of weight, with the 200/300s being much lighter than a 4B, 4BD or 6.2. Yet once you pull them out of their very narrow peak efficiency zone (in terms of power:weight) by building them, you've basically removed any fuel economy advantage and leveled the playing field completely. And ultimately the discussion becomes academic when you're comparing 22 mpg to 24 mpg -- but the point underneath all of this is the importance of the cost per mile ratio, particularly the cost of the original purchase (or conversion). If you want a diesel Land Rover and plan to build it to an average of the builds seen on this forum (i.e. basic armor, bumper(s), roof rack, 31-32" ATs, a locker or two and a couple hundred pounds worth of accessories inside) you could pick any of the motors above and achieve roughly the same fuel economy.