I think it safe to say that you have nothing to worry about from merely running rather low on fuel, because all the pre-chamber type M-B Diesels that I know about rely entirely on the injection pump to pump the fuel -- there isn't any pump back there in or near the tank. Some newer common-rail and TDI type Diesel injection systems do have a separate fuel pump (and computer controls), though, just like gasoline injection systems.

Running completely OUT of fuel, on the other hand, can deprive your injection pump of needed lubrication for a few seconds, until the motor stalls and coasts to a stop, and will require you to prime the pump by hand for what seems like an eternity before you get restarted.