Garbage in = garbage out
If you use substandard parts on your conversion, you will have issues.
If you use unclean oil (that is water contaminated, is not filtered, or is too thick) you will have problems.
If you are an idiot, you will have some trouble from that too.
If yo spill, people will come to hate you.
Plastic fittings are bad.
I think thats about it for pitfalls.
In 20+K of grease fueled miles, I've had more problems with aging diesel components than grease problems.
I use about a 50-50 mix of Greasel kit and homebrew stuff, never tried a Greasecar kit.
Before starting, you should know how to swap batteris, and how to prime an engine which has run out of fuel.
I favor leaving the entire OE diesel supply system intact, and adding in a grease fuel system for redundancy.