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From an article I recently read in Diesel Tech magazine, there seems to be a potentially significant difference between CNG and propane injection, with the CNG process being less expensive (i.e. more economically justifiable). However, I believe from other articles I've read that you must have and pay close attention to a reliable EGT gauge to prevent doing serious damage to your engine.
It's a fuel, so it follows the same inherent dangers that comes with running propane.
CNG, propane, etc, can be run safely on an engine that has a full conversion. This has been going on for well over 50 years.
However, using CNG, propane, etc as a "helper" (especially on diesel engines), comes with many significant risks. Too much, and your engine is destroyed. When propane was real popular with diesels, people were reporting huge mileage gains. Then suddenly engines started blowing up left and right, and everyone realized that too much propane cause problems. I have a feeling the same will be said about CNG in time.
I would recommend having someone live tune the truck AND do cylinder compression testing, to get the maximum power benefit, mileage AND still be safe, as small as stock rods are.