I didn't read it carefully the 1st time - yes, you're right, it is 
normal for *some* smoke on a cold start (ie: 0C/32F or less). If it's 
really rough, you've probably got a dead glow plug or two. I just did 
mine yesterday - had one dead plug which caused a rough start at 0C or 
less. 
I find you can test #3 & 4 glow plugs easily by removing the bus bar 
(power) & using a test light, or preferably an ohm meter. (my dead 
plug showed good with a test light, but a meter showed it to be 25 
ohms, vs 2 ohms for a new one) If #3 & 4 are good, you can remove the 
bus bar from #1 & test it, then use the bus bar itself (only touching 
plug #2) to test plug #2. Plugs #1 & 2 are a real bitch to get at 
behind the injection pump, which of course means they fail twice as 
often... ;-)
ps: this is on my Jetta of course, but the same applies...
pps: a magnetic thingy is invaluable for catching the nut from #1 & 
#2 plugs, whic *will* disappear otherwise...
Good luck.
Shawn

> Hey Duds,
> 
> I thought the burp of smoke was normal when doing a cold start?  If it 
> clears up, what's the harm?  Just wondering!
> 
> An ignorant non mechanic
> 
> On Sun, 3 Mar 1996 sw@smus.bc.ca wrote:
> 
> > Anybody got quick n' easy way to test for a bad injector
> > on an '82 Oil Burner?  On a cold start Jake (The Oil
> > Burner) lets out a large cloud of blue smoke and runs
> > rough.  After running a few minutes it clears up and
> > warm he runs fine.  I suspect a faulty injector,
> > however, I don't have the special VW tool that Bentley
> > recommends for testing.
> > 
> > Chris P.
> > 
> > ************
> > Try loosening one fuel line at a time at the injector - if you can 
> > loosen one of them with no difference in the idle, then that injector 
> > is bad.
> > Note: You will only need to loosen enough to release the fuel ressure 
> > - don't loosen too much!
> > 
==============================
Shawn Wright, sw@smus.bc.ca
'85 Jetta TD, 341k (Jenni)
'88 Westy, 322k (Kyra)
==============================