All the transit buses in Los Angeles have been converted from
Diesel to natural gas, so it can be done. They have the fuel tanks located on the roof, because CH4 takes up much more volume than fuel oil per BTU of heat energy. I think they are LNG, not CNG, something the average motorist would have no source of supply.
Why did you make the statement "gets better mileage"? Its just the opposite, a big hit in range if you dont have room for a lot of extra tanks. A CNG Crown Victoria has about half the range and half the trunk space of a gasoline-powered one.
Jim