what Joomoo is talking about is the injector correction values. You have to programme injectors to the car using the code printed on the injector as this tells the ECU how to work with that injector. Over time the ECU expects the injector to fir up a bit and wear down a bit, so has a built in correction value to allow it to add or subtract a little bit of fuel from that injector each cycle, measured in mm3 in think.
If the injector correction values have started to wonder off it could hint at a worn or blocked up injector and poor injector spray patterns too can lead to fuel being hard to burn.
Personally I have a similar issue to you with my 1.9 of it being lumpy when cold and white smoke on start up, but the injector correction values are all over the shot when cold and spot on when warm - so I don't trust them in the slightest and having nothing to compare them to before problems began, I choose to ignore them.
Some do also say that the glow plugs can upset the car and to only user Beru glow plugs as some other glow plugs quotes for the car are too short. Beru plugs are 152mm long. I used Lucas plugs and still have them fitted, I measured them and they're the correct length.
1999 156 1.8TS Sport Pack 3
2001 166 3.0 V6 24V Super
2003 156 GTA 3.2 V6 24V
2005 156 1.9 JTDM-Jet Sport
2008 159 1.9 JTDM Lusso
1997 GTV 2.0TS Lusso
2001 147 1.6TS Lusso