Hi,
You dont have any warning lights on?......Has your car been remapped?
Seems a case of too much fuel and not enough air!First thing to do is ascertain when did you car start smoking and if anything was done to it.Did it start smoking after you carried out the service?
Since you looked at some essentials yourself,(air-filter,etc)...you need to check the following:-
1.MAF(try disconnecting it and see if it smokes less)
2.MAP sensor(also hook car up to a Diag and read boost pressure)
3.N75 EGR and Turbo solenoids(these have a mesh filter which gets blocked)
4.Check your EGR system,egr valve could be stuck open!
5.Rail Pressure sensor
6.Could be the Flaps stuck open,but check the rest before hand.

You are free to call my friend Dan at TRD (TURNER RACE DEVELOPMENTS).He is in Stroud,glos.(01453 766739).I do remaps for him (He recently prepared an A3-2.0TDi with a GT3067 turbo which I mapped).Call him and say Fernando ("thats me") gave you his contact!