Mine has done it on and off for ages, most noticeable when cold. Always juddery when cold, doesn't often smoke but regularly smells of diesel. EGR valve was replaced in December and made no difference. Injectors were done by Audi about 2.5 yrs ago. Once warmed up it usually runs well and smooth.
Indy garage has done reading and says it is something with injectors but didn't sound very confident. Injectors leaking diesel at wrong part of cycle? Said could mean injector/injectors replacing again, or harness, or something re camshaft. All sounds like ££££ and as Turbo now playing up I have decided to get rid. Turbo can be sorted but injectors can get very expensive and I just can't risk that on a car that is knocking on in age and lowish value now.
Good luck finding the cause, I haven't managed to find a solution despite trawling these forums. Similar symptoms but what works for one doesn't seem to work for another so it is a bit of a lottery.