I have the blueish / white smoke on cold starts on my 01. It only does it on start up while idle. It will do it for around 5 min before it starts to clear up. Once the truck is warmed up it will not do it again. Only when it sits over night in the cooler temps. If you walk through the smoke, it will burn your eyes. What is this caused from. I also don't hear the grid heater like on my 04 cycling.

 

Low cetane fuel is my guess, probably around 40. Poorer ignition quality definitely can be noticed on cold start up in colder weather, just as you describe.
If you have a Mills Fleet Farm Gas Mart, or Kwik Trip close by that offers GOLD diesel, try that and see if it makes a difference. It's a "premium fuel" and has a higher cetane number. The BP Amoco stations around here used to have Premier Diesel which had a 50 cetane number.

IIRC, the tech facts section here states 45 minimum cetane fuel should be used in winter.

 

You can also try some good injector cleaner. I recommend Power Service or Stanadyne. But it sounds normal, just due to a cold engine. Mine does it too, even worse when its below 0.