Well, he did mention when at the gas station, that the diesel tank was almost empty. But I'm sure they just wanted to show that you could use old cooking oil to run a diesel powered vehicle.

However, for a guy who keeps emphasizing keeping a low profile in the city to avoid attracting attention and constantly scurrying around, I'm wondering if heating up used cooking oil in the open and filling the air with the smell of fried food would be considered "low profile"!