Another thought -- when my headgasket went, I noticed a faint but regular clacking/nailing sound at first... and it built over the course of a couple of blocks 'til it became quite pronounced and was belching white smoke. Each time thereafter when I started it, it sounded fine with no smoke for a few seconds, but the smoke and rpm-specific clacking/nailing noise. The smoke hung it the air and dissipated with the breeze (while my unburnt fuel smoke would sort of "evaporate" even in still conditions).

My first sign that I indeed had a gasket issue was when I pulled the injectors and found the tip of #1 covered in oil. Hopefully you'll find that this is a much "lesser" issue that is more easily corrected.

EDIT: I just realized I am confusing your smoke issue with that of another member. I see yours stops smoking once warm, which mine did NOT do (when the headgasket gave up). My experiences may not apply in this case at all, but I'll leave them here for discussion anyway. Sorry for the confusion.

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1992 300D 2.5T
1980 Euro 300D (sadly, sold)
1998 Jetta TDI, 132K "Rudy"
1974 Triumph TR6
1999 Saab 9-5 wagon (wife's)