Running on WVO seems to be an art rather than a science. All four of my cars and vans are running on WVO but some are happier on it than others, and its taken me a few years to figure out whats best for each vehicle and at what time of year. All are low compression diesels, by modern standards and all are running Bosch injector pumps. In the winter I will use a blend of WVO and Diesel and if it gets really cold ill just use diesel as the oil will start to solidfy and that causes problems.
If you are in a warmer part of the world that wont affect you much, but you still have three major enemies. Water, water and WATER! Water molecules are suspended in used oil but as water molecules are heavier than oil molecules they sink to the bottom but any water left in the oil and your car isn't going anywhere. All you have to do is find a way to keep the oil perfectly still before you use it and leave it undisturbed for a minimum of three months, maybe less if you live somewhere warm. Personally, I leave mine to stand for a year before I use it, but by then I don't even have to filter it and its dry. Then you have to find a way of recovering the settled oil from the water, fat and other vomit smelling rubbish that is now at the bottom of your settling tank.
As for converting the vehicle, you just need to be able to get the vehicle to start and then warm the fuel pipes up while the car is running. That might mean using two tanks. One for diesel and one for WVO and just switching them over using a simple valve. Ive seen people wrap their engine coolant pipes around the fuel filter to warm the WVO up when the vehicle is running. Heat exchangers are a good idea and really easy to fit. Ive used expensive conversion kits in the passed and concluded that they arent really worth it. You can put something together for a fraction of the price that does much the same thing and without the added complications of fault finding during a breakdown.
You will wreck your engine doing this. Maybe not for years, maybe sooner, but my view is that WVO saves me thousands of pounds every year. So replacing a second hand engine every now and again is a small additional cost in comparison.
Good luck with it.