its not good to do that it puts strain on the motor let it idle and warm up its probably because its not warmed up so it will run odd and like he said dont do that its terrible for your motor.
also try some diesel fuel injector cleaner...
Check your blow by. sounds like youre lacking in the ring/compression department. Rings expand when it warms up and closes the tollerences so it quits burning oil/only half burning the fuel. Im betting its motor time.
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