If it is running fine at high revs the most likely problem is an injector
Without much to go on, I would suggest you look for a vacuum leak, especially if the engine runs good under acceleration and only shakes and shudders at idle.
If a Zx2 shudders and dies out at stops and idle, the idle might need adjusted. If the idle is set too low, it will not maintain enough power.
Probably a misfire, it could be in need of a tune up.
To check for the cause of the shudder, look for a vacuum leak. If the vacuum is ok, check the EGR valve for a clog. These are the two most common places that will cause the problem.
The diesel engine can operate at 12:1 to 24:1 at idle.
Possible cylinder misfire and/or failing engine mounts.
In a modern 14 liter diesel engine about 1 gallon per hour.
It could be (a) misfiring cylinder(s). Check the condition of your plugs and wires. Also, check if your engine mounts are not worn.
This question is not answerable without make model year and control system for the engine.
How do you adjust the idle speed on a citroen berlingo 1.9d (basic diesel engine)
There is no required a/f ratio on a diesel. It can be as low as 100:1 at no load idle.
fuel pressure at idle, air to air after cooled 3406, caterpillar diesel engine