When you make your own diesel from cooking grease and put it in a car with a diesel engine, it smells like... diesel fuel. It’s no different than the diesel you buy at the pump.
You’re thinking of diesel engines that have been converted to run on grease. They also call it WVO (waste vegetable oil.) That’s the kind of fuel that smells like french fries.
Yeah, I knew a guy who had a Ford diesel truck that he ran on fryer oil collected from nearby restaurants. Apparently there’s some sort of chemical process you’re supposed to put the grease through, but he just strained it and poured it into his gas tank. Truck ran great on it, but the exhaust did smell like french fries.