The 2.8CRD was around 165bhp and 295lb./ft. as used in the US-spec KJ, which is probably your best source of components for the conversion.
With the 2.8CRD, the research I did a few years back indicated that you're pretty much limited to the 545RFE from the KJ. The transmission controller is (IIRC) integrated to the ECU, which you'll need to run the engine anyway. It may be possible to run an AW4 behind it with the proper adapters, but that's a big unknown and the CRD's ECU will almost certainly have fits and throw codes at the very least if you try this. On the plus side, the 545RFE should be reasonably easy to mate to an NP242 in an XJ as that was the standard transfer case for the CRD KJ; I'd expect an NP231 to be a definite possibility.
Supplemental to this, you'll have a fun time with wiring and making gauges and switches work. The CRD's ECU uses a completely different bus to the XJ, so not only will you have to figure out how to make the instruments work with it but any PCM-controlled functions will have to be sorted out as well. This will be non-trivial.
With any diesel conversion it may be necessary to change out the fuel tank, pump, and lines. There are OEM components available for this (as used on the export-model diesel XJs with the VM Motori 2.5TD), but good luck ordering them through Chrysler; their policy is to not provide export-model parts in markets that they weren't intended for. Expect to have to import those from Europe.
FWIW, the 2.8CRD looks like the real sweet spot in terms of diesels that could be dropped into an XJ: fully-optioned it only weighs about 60lbs. more than a fully-optioned 4.0, would package into the engine bay with wiggle room to fit the transmission, and in a vehicle that weighs 800lbs. less than a KJ should provide reasonably decent performance with excellent economy. The downside is that unless you get a rolled CRD KJ cheap at auction, expect just the drivetrain to set you back around $9000 if you order crate components from Mopar.
But if you do it, document the hell out of it. I'm still interested in the idea, but have lost motivation due to considering it impractical as things stand now.