As an Engineer and former diesel mechanic, I disagree with people who said that you don't need to let them run after a hard pull. Diesel combustion chambers can reach very high temperatures under load, even without a turbo. If you don't run the engine for a few minutes after a hard pull, the engine temperature doesn't equalize and some parts will cool significantly faster than others. You will end up with warped heads and blown head gaskets. You will find that most engine manufacturers recommend a short cool down period before shutting the engine off.
Many new diesels have Exhaust Gas Recirculation (EGR) coolers that use engine coolant to cool exhaust gases before injecting the cooled gas back into the cylinders. Under load, the EGR coolers can get up to 1400 degrees and coolant that's in the EGR cooler can actually break down and precipitate into solid particles. The solids clog the oil cooler (which uses engine coolant to cool the oil) and the EGR cooler. This causes early failure and can be very expensive.
Letting the engine run for a couple of minutes is cheap insurance to prevent an expensive repair bill.
As some posters have mentioned, the best source for advice on this is the manufacturer's manual.