At the least it makes sense to use the exhaust heat to liquify that thick gooey bunker fuel. Maybe they do that already?
Ships have used waste heat recovery units to generate steam and hot water for many decades. The steam can either be used for cargo heating (oil tankers), fuel heating (ships using HFO) or to power steam turbines connected to electrical generators or cargo pumps. They also recover heat from the jacket water, lube oil and modern turbo-chargers often operate with things like waste gates and with power take-in turbines. You can even put generators on the turbo-chargers. A lot of ships also utilize shaft generators and power take-off arrangements to run auxiliary loads from the main engines when tend to be more efficient than smaller auxiliary engines.