Hmm... Sometimes I don't include all the details because no mater what folks tend not to read a wall of words. My bad.

the obvious culprits that I have checked or repaired....

Compression is very healthy and was well within specs.

All five injectors were disassembled, cleaned and pop tested. They all had great patterns and popped at 1950 psi.

Delivery valve seals were replaced a month ago.

Fuel thermostat was removed from the car due to a leak.

IP timing verified.

timing chain stretch almost non existent.

Air in fuel lines was checked using several methods. Verified no air in fuel lines.

Fuel filters have 2500-3000 miles on them

EGR disconnected.

Wastegate actuation verified. Max boost 14 PSI.

All the Hydraulic lifters were replaced 1500 miles ago

All glow plugs were replaced 700 miles ago.

Glow plug relay was verified in good working order.

All glow plugs get power during start up.

Diesel purge done 3000 miles ago. the fluid looked clean during the purge.

Engine has 220K miles. As far as I know the engine is original and has not been apart.

The car runs well and except for the smokey starts i'm very happy with it. The fuel economy when the weather is above 60F is typically 34 MPG.

So back to the original question, any reason why the smoke seems to be less when a slight load is put on the engine during a cold start?