I'd say it's a break even when it comes to general maintenance.
Oil changes at 10k mile intervals but yes the oil change service can cost up to twice as much. I think I was at about 1.5 times as much for mine.
Glow plugs cost about $150 each (on a VW) but you replace them less often than Spark Plugs (80k or after generally). Also, all they are doing is warming the gas/air mixture to help start up. I drove a pretty long time with 5/6 working and the engine worked perfectly fine - unlike a faulty spark plug.
Maintenance intervals on my Jeep were 6250 miles, which was the shortest interval. I stuck with this to avoid top end wear issues that were being reported via the forums. I did have oil analysis done a couple times which indicated it was holding up well in mine, so possibly I could have gone longer. Another issue WRT maintenance is that very few shops were willing and competent to work on that vehicle. There were many horror stories on the forums about shops disassembling and breaking the vehicle, $7K replacement engines (before installation), etc.
Glow plugs were another issue on this engine (it was 2.8L VM motor, used in many vehicles outside the US). The OEM plugs were ceramic and tended to fail before 100K and break off into the cylinder during driving, or sometimes during extraction. They would often get chewed up by the cylinder and score the walls, or get stuck in a valve and cause mayhem from that angle. After a few years Etechno released a direct metal replacement (which I used) but they were known to not heat quite as well.
I think when people say there are savings they are talking about the typical longevity and reliability of a diesel engine. I'd still have mine if it weren't bought back.
Understood, that's what I was after too. With the cost of the diesel option, plus fuel, maintenance, necessary upgrades/fixes, it really was a money pit even without failures. I think some of this was due to a regulatory situation in the US that isn't favorable to small diesels.
Did you actually experience this?
Sort of.

I ran mine about 20K stock, when I started noticing anecdotal evidence of a problem. The oil was very dirty, my CAC hoses started weeping oil, the MAF sensor had issues to due crudding up, oil began leaking from the crankcase vent line, etc. I installed a mod called the SEGR which was a forum designed solution that tricked the ECU into thinking the EGR and associated valving and sensors were responding correctly, while maintaining them in a closed state. This helped a great deal. Later I also purchased two tunes from Green Diesel Engineering that both minimized EGR function and optimized parameters to reduce soot and improve reliability and drive-ability. In the end I was able to average 28-30 mpg, maintain much cleaner looking oil, and avoid major engine issues. There were numerous other upgrades that contributed to this too though.