>        one or more injectors kinda leaking or still firing? 
>        electrical problem with power relays for the fuel injectors?
>        carbon on pistons?

I'd go for one or more of the above. There MUST be gas to 'diesel on' and 
I'm assuming you have fuel injection, hence when the ignition is off the 
injectors should also be off. Pressure at the fuel lines will push gas 
through leaky injectors even when off, maybe yours are worn out. Don't 
forget the 5th injector, the cold start one, if you have it. They go too. 
Get the mechanic to pull the injectors, then jumper and run the fuel pump to 
put pressure into the lines. Any leakers should produce droplets or maybe 
spray. and... Do not smoke, extinguish flames, plug the coil wire etc.  tim s.