I remember this truck on ebay (if you found it there).

The engine was painted yellow, and so were some of the engine components (part of the pump, some of the lines, etc.). To me, it was a sloppy paint job right before putting the engine in the truck.

I had my doubts that the engine was fully rebuilt, more like it was taken apart and repaired.

You've hit the highlights of the minor problems that could cause a misfire.

Collapsed lifter, broken retainer on rocker.

Other things to consider would be a failed injector.

The first thing you should do with this engine is purchase a diesel compression tester with the appropriate adapter for a 6.5 and do a complete compression test on the engine.

Get the engine up to normal operating temp, remove the "fuel sol" fuse from the fuse box under the hood (to keep it from starting). Remove a glow plugs, insert you adapter, and connect gauge. have helper crank over the enigne (with fully charged batteries and great working starter) and count 6 puffs on the gauge, the final amount is your compression for that cylinder.

Report back.