I would always start with the quick things that do not cost much, if it isn't that it hasn't cost you anything.
I would check the turbo first - https://www.youtube.com/watch?v=SVTdJ7AQsZw
I would also check the intercooler and see if there is any oil in there which could be collecting there from some oil in the inlet from the PCV, which then gets combusted and out the exhaust.
Both are fairly easy bolt off and on if you have a few tools and cost nothing to check.
until