Sounds like you may be having problems with the glow plugs or the glow plug circuit, have you tried turning ignition on until the glow plug light goes out then turning on again until the light goes out before starting? That will tell you if it could be old/tired glow plugs. You could try this three or four times before trying to start the car.
Does the grey smoke go once the car is warm?
Grey smoke indicates it is running rich, ie unburnt fuel......where are you? I think you need to see a diesel specialist, it will be quicker and cheaper than going to a dealer I expect.