Have you got access to a fault code reader, or even better, MultiECUScan? - as you'll be able to check certain things like injector correction values - a clue should you have injector faults, however, I thought running premium fuels should negate any injector faults caused by poor fuel.
A couple of bits you could check are unplugging the MAF to see if the symptoms are the same, often a dicky MAF won't flag a fault, but they do go bad, pulling and cleaning the MAP sensor on back of the manifold, checking the main turbo hoses, VAC lines and operation of the VNT vanes (unlikely as you seem to have power across the band).
Another culprit not mentioned is swirl flaps, these have a habit of leaking boost, specifically cyl no. 5 (egr end) - most of these cars, if left unmodified will now have a nasty coating inside the manifold of EGR soot and oil from turbo seal blow-by, typically thickest at flap no.5
Have a look for the 'power loss for diesels' sticky/guide on here, quite a bit about smoking under full power - my bet is on a boost leak through.