Anyone know if I will do any harm adjusting the speed a little lower?
Hmmm .... well, it certainly
may be true that a very rough idling engine "might shake itself to death" .....
but if I had to guess ....
It probably has more to do with the inherent nature of diesel engines ...
Diesel engines - at least the ones that I'm familiar with - tend to be somewhat
cold-blooded creatures (possibly because they are so
efficient) ..... and they really like to be worked to remain all nice and toasty at proper operating temps .....
Since a diesel engine runs as a consequence of the heat generated from compression of air igniting the fuel, one could
theorize that below a certain speed a diesel might not generate enough heat to fully
combust-ulate the fuel being injected into the cylinders .....
If the fuel is not being completely
combust-ulated, then the
un-combust-ulated fuel would likely go somewheres ....
..... and diesel fuel, being a
solvent-sorta liquid (kinda) might tend to wash down the cylinder walls (gravity being what it is and all) - removing good stuff like, oh, say ....
engine oil, which is intended to
lubricate things - and then just keep right on going .... down into the crankcase ..... which might possibly result in fuel/oil contamination:
Crankcase dilution
.... and other similarly nasty stuff - like wet-stacking (otherwise known as
mung and drool 
):
Wet stacking
I can tell you for a fact, that the above is
exactly why my dealer, when he set up our
B2910, set the idle to 1200 rpm .... (I
know - because I asked ....

)
It's also the reason that the little 2.7 liter, 5 cylinder Mercedes diesel engine in my Dodge (Mercedes) Sprinter has an Espar D5 Hydronic coolant heater installed from the factory - this is a little heater that burns diesel fuel (kinda like a mini-torpedo heater, only it heats engine coolant) in order to keep the engine coolant at operating temps in cold weather, when the vehicle is idling alot (Sprinter's factory idle is around 700 rpm, is controlled electronically via the ECM, and cannot be adjusted manually - other than by the use of an "idle stick"), or being driven stop-n-go .... and won't stay at normal operating temps .....
Me personally ?
.... given the possible alternatives, I'd learn to love the sound of that little orange oil burner, sitting there purring at 1100 or 1200 rpm ......