Thanks!
It got better after the valve adjustment, but is still far from good. I will try the injector "trick" later today. Is there a heat shield or something between the injector and head that should be renewed before reinstalling the injector like on the old VW/Audi diesels?
The engine has got no PCV valve, nor EGR as is it an European engine. The breather from the valve cover just goes directly to the intake, and it's not clogged. I ran the diesel purge from a bottle, but it didn't make any difference.
Will try loosening one and one fuel line to find the troublesome cylinder. If air is the problem, I would think it would just be running rough, not the same cylinder all the time, right?