God forbid any manufacturer put a turbo 4cyl diesel in a small/mid sized pickup.
Whatever happened to that long ballyhoo’d Mahindra pickup?
A large part of the reason that sort of thing doesn't happen is because government regulations (think EPA and NHTSA) require mileage and crash test certification for every unique body/engine/transmission combination. This is quite expensive, and as a result, we have less engine innovation than the European manufacturers.
For an example of the practical effects of this, take a look at a model available in both the U.S. and Europe, like the VW Golf. At VW.com, we find you can get a Golf with a 2.5L gas engine with either a 5-speed automatic or 6-speed manual transmission (I'm considering GTI and R20 as separate models, not under consideration here).
Now, if we go to VW.de to see what the home market can get, we find a large array of choices with 5 or so engines, and 3 transmissions (manual, torque converter automatic, and dual-clutch automatic), 15 choices altogether.
This over-regulation is innovation-killing and is probably 99% of the reason U.S. manufacturers don't try some small diesels in their trucks. There is too much cost in regulatory compliance for what may turn out to be a small market. So they play it safe, and innovation and customer choice in the marketplace suffer badly.
Now, to really push this home, check out the Amarok at the VW Brazil site. It is the small- to medium-sized truck you're looking for, available with both 4- and 6-cylinder turbo-diesel options.