I don't think the 200tdi has the power to pull the P38 around. The P38 empty is the same weight as a fully laden classic and the 200tdi is down 20 bhp and whatever torque on a standard BMW.
A bit like you I have a v.good engine/gearbox in my old classic - body is completely gone, but I wouldn't put it in the P38.
If you want a diesel buy a DSE, prices are rock bottom now with derv at the price it is at the moment, and a £200 chip gives it real pace which the 200tdi could never touch.
While you could prbably get the engine to run, I'm sure the Becm would have kittens too at the loss of the engine ECU signals, I think you would have some persistent fault messages that would be v.difficlt to get rid of.
I've read before that engine swaps where an ECU change is required are very difficult without a good working knowledge of the Becm.
It has been done though, there are guys in the states with corvette engines and the likes in their P38's but I don't think the end result with a 200tdi would be worth the effort.