SixBuy

I'm in the process of doing that right now and here's what I've found:

You can buy new diesel compression gauges direct from tool companies cheaper than the 'deals' on ebay and a whole lot less hassle!

I just got a TU-15P compression gauge only (no case) and a TU-15-11A adapter (American Bosch) from Tooldiscounters.com for 30.95 and 33.82 respectively, plus about $10 shipping. New with guarantee, Made in USA by Star/Hoffmann.
The adapter comes with a screw on boltpate to span the holes that bolt the injector in. You'll need to pick up a couple of 1 1/2" 5/16-18 bolts and washers to use with it. Get grade 8 to avoid disappointment!
Use the longer of the two adapters that screw on the body. If you're checking compression with the valve cover on, you'll need something on the bottom end to make the seal and raise the adapter ehough to clear the valve cover. I used a 3/8" long piece of fuel hose the fit snugly on the tip and was slightly less od than the body of the adapter (about 21 mm). Worked well.
The adapter can also be used for cylinder leakdown testing by removing the scrader valve in the quick connect plug. I got a cyl leakdown set and adapter hose but haven't been able to manually turn the engine to TDC for the test. If anybody has a simple solution I'd like to know.
The book says 525 psi on compression. I got everywhere from 490 to 520. It usually took 4 to 8 cycles to max out the gauge. Anybody had similar results?