Changed oil brand, now she's blue smoking.

My daily driver is a Pug 306 D Turbo 1.9, 130k miles. I change the oil and filter every 6000 miles, as it says to in the book. I usualy use Castrol GTX semi-synthetic 15w40, and it never needs topping up between changes. It always gives a small puff of blue smoke when cold under the first acceleration then clears, and has done since I bought it 7 years ago at 70k miles.

I once used cheapo 15w40 mineral oil (I was pushed for time and it was all my local factor had in) and it smoked under power even when warm, so I dumped it, filled with Castrol and all was well again.

Last week I tried Comma semi-synthetic 15w40, as I couldn't find a decent deal on Castrol. It leaves a noticable cloud (blue) every time I pull away. Not a constant, worn-out death-cloud, but a blue haze left under load. It wasn't doing it before the oil change...

It's not over-filled. Should I worry? Should I just keep an eye on the level and just run it? Or should I dump my nice fresh oil, stop being a tightwad and stump up for some Castrol?
I thought I would try Comma as it was a fair bit cheaper, but still had all sorts of numbers it comformed to that I don't undersatnd.

I'm just curious mostly why it would start chuffing when the "same" oil is used.