The Tata Sierra‘s that we reviewed were well put together for the most part, with just a few niggles around. However, Tata Motors is known to have many issues with its cars, especially in the initial period. Thus, if you are in doubt about the quality, we would suggest you wait for a few months.
As for the other options, we would rule out the Mahindra Thar as it is tilted more towards performance. Also, it will not meet your requirement of a balance of power and efficiency.
What would meet this requirement would be the diesel Kia Seltos.