I think mixing it would be a problem. You wouldn't want to just dump it into the tank and hope that it mixes. Straight Veggie oil can be burnt, like you said, but usually what is needed is to run diesel while the veggie heats up and then run diesel for a few minutes after you shut the engine off to make sure any veggie oil is out of the injectors.
If it doesn't mix there's a chance that you could get a slug of veggie oil that plugs up a fuel line or injector causing you all sorts of problems. I've seen dealers selling a 5% mix of veggie but I think that's about it.
Another option is to refine the veggie into something that can be burnt just like diesel. It looked like it was more of a pain that it's worth. You need to use water, lye, and race fuel so cost could make it not worth the effort.
The best solution is to have a second tank that's heated. There are companies that sell al the stuff you need. Like I said above you burn diesel until the veggie is hot and then the Diesel again when you shut the engine off. Honestly I'm surprised that Ford (or someone else) hasn't made it an option for their trucks.