Veg oil is not something I have been all that tempted by, the fact it can be gotten for less than diesel is of course a plus but the XUD is not as good on fuel as the HDi and I understand running on veg can bring its own problems.
Keep the HDi, you already have the best engine for a Xantia, especially if its a 110.
I find that with my normal driving I get about 50MPG but with a few changes and thinking about economy I can see this up to 60MPG without too much effort or speed lost. Try altering your driving style, that's a far better way of getting more from your fuel than swapping car. When I want better economy I drive for it but generally I get to places without sparing the horses ...