At the very most I would swap in an HF motor/trans, run regular cheap gas, our gas tanks are cheap as it gets to fill for regular cars. Swapping to biodiesel is a huge ordeal, you may get good biodiesel mileage but the car would probably be alot of work to maintain and very confusing to trouble shoot when things go wrong.
I cant see either of those options being near as fun as the ZC motor you already have installed though.
You could always spend a few hundred on a chipped PM6 ecu and run TurboEdit, tune it lean on the highway. I ran 40-45mpg on my ZC with a ZC trans. And the car was still a blast to drive which is really the best part of driving a Crx.
I bet if you threw in a different transmission onto your ZC you would be happy with the results, and maintain Honda reliability