Perfectly normal for any diesel - or any petrol come to think of it - when you bury the throttle. you asked the engine for lots of go, but it can only burn so much fuel, the rest is soot and gets chucked out the back. If you lift off just a bit, the smoke will stop.

Sometimes you can get a build up of soot in the exhaust if you're not running the engine very hard and next time you do give it a boot-full of loud pedal it picks up that soot - and throws that at the following motorists too.

Also, your nice clean oil will have picked up all the crud left in the engine so it goes black almost instantly, even with a filter change there's always some detritus left in there. You would have to do several changes to totally flush the engine out in order to get rid all of it from every gallery. It's still a lot better with the slightly black new oil than it was with the old stuff in there though. Hot (warm rather than running temp) changes are supposed to be better at getting rid of it as the oil is thinner.

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Me:
Current: 2011 E71 40D Vermilion Red/Beige Nappa

Wifey:
Current: 2012 R80 Countryman SDX Green/Cream