Originally Posted by DIESELVOLVO

Hate to say it but I would say there is a good possibility of borderline compression on one or more cylinders. The reason it goes away eventually is because diesel engines operate on "the heat of compression". When the cylinder is cold and low on compression it just does not generate quite enough heat on the compression stroke to fire the mixture properly/completely. As the motor runs and warms up the cylinder now has more heat and the mixture starts to fire properly. It is also very possible that you have an injector or two with bad spray patterns or low breaking pressures which can cause the same problem.