It doesn't hurt to use the lower gears in the trans to go down a steep grade. That'* why they're there.
Steve, kinda wrong on how a diesel works. What makes the car slow down (gas engine) is when there'* no throttle input the TB plate is closed, and when the engines running up in RPMS with no throttle, it'* trying to suck all the air it wants into the engine but is being restricted by the TB plate. In turn making the compression of the engine slow the car down.
On A diesel.....They don't have a TB plate in the intake, so they can get all the air they want. So when you down shift the only way it really slows down the truck is with the service brakes, hitting the rev governer, or a Jake Brake.