I get a light coat of soot on mine too. The only time I can actually see the truck smoke is when I floor it and then it's still a very thin amount of smoke, kinda hard to see unless someone's headlights are behind me. I, too would say that a light coat of soot is normal.
Now, my '93, on the other hand..... the bumper and rear quarter are black as coal, can't see any chrome or paint at all :-laf
If you like the look, you can install a turn-down tip on your exhaust pipe and that will stop the sooting of the bumper.
Sean