I suspect either conversion has been done before, and are probably about the same in terms of complexity. The 19J may be somewhat quieter. For a 200tdi install I'd be tempted to fit it without the turbo (the -'200di' conversion) as this will make for a simpler installation and be more aligned with the series' gearbox. For a 19J there's no intercooler plumbing but you really need the oil cooler so it's worth getting the 19J's radiator as well. For both turbo options you'd need the larger bore exhaust.
Consider also the 2.5 petrol engine. This is basically a 5-bearing 2.25 with a longer crank and unleaded-compatible cylinder head, so should be virtually a straight swap. Gives the same sort of power output as the 19J diesel and of course looks 'right' in the engine bay.
Very nice truck cab btw
