No, the Navara does not have an EGT sensor on the exhaust. Some cars do, so there's an OBD-II code for it and you can even create the display for it, but it won't work for us.
It would be interesting to look at the current European models. We'll have those out here in Australia after Europe has finished enjoying them (because as Nissan knows, we're all backward hicks out here, no sense in giving us too much technology at once).
The Nissan UK web site doesn't tell me shit about it, except that the D40 King Cab is called an "Acenta", the D40 2.5L 4-pot oiler is called "Tekna" and the V6 diesel is an "Outlaw". I think we need to get someone from that neck of the woods to let us know.
IF they have now included a sensor, we might be able to get Nizzbits to get one shipped over and we can try hooking it up.
Otherwise, 3rd party sensors are the only way to do it.