I looked into this myself pretty seriously for a while and came to the conclusion that more battery was cheaper but will certainly be willing to revisit this.
I figured I'd be able to get up to 40w max out of the exhaust but would have been happy with a more realistic 20w.
In theory a Chinese diesel heater can self-power if sufficient energy can be pulled from the exhaust reliably. Then it's just a matter of a small starting battery.
To me this is the holy grail of portable heating for camping.