What do you mean by this?
Make a diff tool like a Kaleidoscope?
If so, unfortunately it's impossible.
I mean that
ctrl+alt+d will open Kaleidoscope to show diff
Actually, I've not planed to make this feature. Maybe I will do some day, but not soon.
If you think you can make it, you are welcome to issue a pull request after that.
There are already Plugins that allow you to diff. I don't know if there is a tool for external integration. But you already can diff inside Sublime Text for Mercurial (and I think others too).
Just take a look at other Plugins.