Just re-read this thread, and can't believe I haven't posted on it!
I have been having a loss of power at cold start for a while now. Like a year... Gradually getting worse, with a misfire at 1500rpm.
It's had a couple of EGR valves in the four years I've had it. A few months back it had a compression test, which was low on cylinders 3 & 4 when dry, and remained low when wet. This (apparently) normally indicates a sticking valve or worn valve stem. I wondered if this might have been partly caused by the previous EGR faults, which may have allowed more soot to recirculate than normal. Because removing the head to investigate further is a big deal, then apparently did something to the valves (maybe rotate them in place?). It ran OK for a week, then went back to as before... except it got worse.
As it got worse, the symptoms came to include smoky start up, lack of power, poorer economy, rattly noise... sound familiar?
This got to a point where it wouldn't rev over 1500rpm, then it wouldn't rev at all. Literally. In neutral, accelerator to the floor, 1000rpm. The lack of power meant that it wouldn't move off in first without slipping the clutch a lot.
So it went back, and the dealer tried swapping the injectors over from another car, which they said cured the problem. So the injectors were reconditioned, as new injectors are over £1000 for 4.

With the new injectors, it's better than it was, but it's still not right. Still lacks power a bit, and the revs hunt when it starts. And it's noisier when cold.
I've had the airbox off, and it's as dry as a bone in there. As an aside, my airbox has two small drain holes at the bottom. I wonder if they all have them?
I haven't tried WD40-ing the ECU plugs yet. The connectors looked pristine when I checked them out.
So I wonder if the valves are the actual problem? has anyone else with this problem had a compression test?