Ramman,
I too used to have the blue cloud upon startup. All that was fixed when I had Dave's Diesel "tickle" my pump. Startups in even the coldest weather are fast and no smoke. I will admit that there is a very slight haze (only seen at night through someone elses headlights) for the first minute or so when it's cold but thats all.
Now WOT is another story. The pump was "tickled" the way I wanted and in anticipation of a bigger turbo, so right now I do have a medium cloud of dark grey smoke at full throttle.
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97 2500, extcab, 4x4. BFG 285/85/16 AT, "warmed over" pump, JRE Stage III plate, AFC spring kit, BD gov. spring seats only, 370 injectors, K&N, 4" Edwards Exhaust with Dynomax straight through racing muffler & 5"tip, (Cat got "lost"), EGT, boost, oil & transmission temp. gages, Low Stall torque conv. & BD valve body, silencer ring "exiled", Grover Emergency air horn and a multitude of strobe lights and switches (Vol. firefighter)