So for the past 2 or 3 years or so I'd say I've been having this smoky turbo issue. Occasionally it will stink like burning oil, and you can see smoke wafting up from the turbo heatshield area. There are known reports of cracked turbo oil lines which can cause this.
Today I took off the intercooler (what a pita!) and turbo heatshield. I discovered that the lower two nuts that thread onto the turbo's bolts connecting the turbo to the downpipe - one was nearly off and the other was completely gone!
But with the expansion and contractions of this joint, would this cause the turbo to weep some oil sometimes?
I've noticed that it particularly likes to smoke when there's a good rain going on - and it takes a moment of sitting still before you can begin to smell and notice it both in and outside the cabin.
Going to the store to pick up some nuts now.