Only under harsh acceleration. Turbo going?

Small slit in the boost pipe?

That would explain a slight whistle

Any other idea

Faulty EGR valve

Choked and filthy air filter?

naffed turbo? any lights glowing on the dash?

Mine puffs out when I floor it after a long steady cruise on the motorway. but after that it's basically nothing.

depends on the colour. 

If its black, its diesel, not all the air is getting in that should.

 

Check for blocked air filter, split boost pipe, then most likely, a damaged intercooler core, be it rotted out or suffered an impact. 

 

If its blue, its oil likely the turbo. 

mine was doing that with management light on it turned out to be 2 wires out of the 4 on the boost sensor had snapped

Mine was like that and two weeks later my boost pipes went BANG and popped off. Limped to the garage got them sorted and been smoke free since. 

Mine smokes a lot under hard acceleration too, its apparently a split in an intercooler pipe that makes a funny whistling sound. If the turbo is going, it'll properly whine!