I have the same thing on my `04 with the same engine. Little bit smoke after starting the engine. Well, I am quite sure that the fault is the glow plugs. Then the engine stars on, they dont get hot enaugh so all the diesel in the cilynder does not work out and spits it out through the exhaust. In the diagnostics it is to see how the plugs are working, so it`s easy to check.

I am getting to change them soon. 6 of them cost round 80-100eur. Changing is more complicate than in gasoline engines, so it is better not done by yourself.

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`04 X5 3.0d sport