Calling all mechanics!
MK4 Golf 1996 TDI 1.9 (110) with 160k on the clock, absolute bugger to start in the morning. Turns over for around 10 secs with a lumpy attempt at firing up, when it starts a cloud of smoke (grey ish) appears and the car runs fine.
I wait until glow plug light goes out,it's just had brand new plugs and full service, it's been plugged into a computer and showed no faults, once it's started the 1st time it never has a problem again until the next morning.It's also had the glow plug feed tested and there getting enough juice. Other that 1st thing it never has a problem.
It also runs a little rough every now and then in traffic, seems to idle a little low then levels out. Could be related i guess.

