Depends
The theory is that the ATF will help lubricate the injector pump and clean the injectors. I say theory because I've heard several diesel mechanics swear by it. On the other hand I've read several articles saying it does not do any good what so ever. I used to do it regularly as a maintenance procedure, myself, but have since ceased. I do still use the ATF to fill the canister filter, during replacement, for a couple of reasons. I usually don't have the diesel lying around as where I do have ATF. ATF will readily burn as fuel in a diesel engine. For me it's just easier.
The theory is that the ATF will help lubricate the injector pump and clean the injectors. I say theory because I've heard several diesel mechanics swear by it. On the other hand I've read several articles saying it does not do any good what so ever. I used to do it regularly as a maintenance procedure, myself, but have since ceased. I do still use the ATF to fill the canister filter, during replacement, for a couple of reasons. I usually don't have the diesel lying around as where I do have ATF. ATF will readily burn as fuel in a diesel engine. For me it's just easier.