starting fun

Hi gents I'm after a bit of help with my 03 1.9 sdi.it's been regularly serviced and has just had cam belt and service.I was having cold start trouble so I had the glow plugs changed as well.this made no difference.it spins over fine and starts to fire and gathers pace until it runs proper.followed by a cloud of light smoke. If I let it run for 30seconds and turn it off and then start it again it fires straight up first turn? But if I leave it 3+hours I have trouble and the smoke? If I am driving here and there it will start up first time everything once you get it going.

I thought the diesel was going back down the pipe back to the filter so I fitted a non return valve in the line but this made no diffdifference.but when I cut the line hardly any fuel came out?

Any ideas chaps?