I have never had a diesel issue but it seems that hot spots in the combustion chamber (carbon buildup, too hot of a spark plug, sharp edges on the valves or pistons and the throttle blades being open too far at idle (due to several causes) would provide the things needed to keep an engine running with the ignition shut off.
I'm not sure how advance world have any effect once the key is turned off, but again I have never had that issue.