Primary cooling could be molten salt or liquid metal but unless you take the power out through the Seebeck effect like RTG’s on space probes, you still need water to make steam for turbines, I guess.
Mars does have water, mostly in form of ice. But it takes some digging.
I'm assuming a Martian reactor would need some other approach give the relative scarcity of water? Sure ambient temperatures are lower, but equally the atmosphere is not very dense.
Thinking about it, burning diesel is also not attractive (lack of oxygen) and solar is weaker than earth. But I'm not seeing a lot of alternatives to solar...