There are no drop-in options. Even the 2.1l turbodiesel from the ZG won't drop straight in, and that has horrible mileage.
If you go 4BT you'll get decent torque, but the engine itself is around $2500-3000, requires a different transmission than your ZJ has, tons of custom work, and doesn't get good mileage.
Somebody does make an adapter for the VW 2.0l TDI to the AX-15 manual transmission in the TJ and I think they even sell motor mounts for the TJ, but neither of these will work in the ZJ.
Bear in mind also that the engine isn't the only component you have to change. You need a transmission that can work with the engine, all the related electronics, a fuel pump that can flow enough fuel at enough pressure to satisfy the injector rail requirements on a modern diesel, and all the mounting equipment for all of this. By that point, you won't be saving any money at all, no matter how much you drive.
The only way to save money by spending money on fuel economy is to be an OTR trucker.
1998 Grand Cherokee 5.9 Limited
2016 Wrangler Unlimited Sahara Edition
Signature rules are dumb