When I redid the head gasket on my subaru, I used spray copper gasket stuff on the head gaskets, both sides. It's supposedly for head gaskets and exhaust gaskets. I've never done the head gasket on the diesel so I'm not sure what to suggest though.
I think I'd stick with the steel head gaskets myself. Again, I haven't done diesels, but on subaru's, they had a rash of head gasket failures in the late 90's, and ended up going to an improved gasket with another steel layer to keep them from blowing out (they overbored a 2.2 liter engine to 2.5 liters and it ended up being a little too weak for one piece of the head gasket).