Quick tale first...
My S reg 306 TD was suffering from smokey starts a while ago. It wasn't engine oil; it was light in colour and I could smell chip fat so I changed the glowplugs. Well, I changed three of them; one was badly rounded off by a previous owner. The smoke had almost gone (just a tiny bit on cold starts) so I just left it in but the smoking increased so I finally decided to get the plug out and fit a new one, which I did yesterday.
The smoking is still there. Only on cold starts. It is fine when warm.
Could one of the ones I fitted in the meantime have failed? Could the one I've had stored in my toolbox(...) since I bought the set of four failed somehow? Is there a way of testing them? Could the problem be something else which is causing inefficient glow plug operation?