Mine does that. I think there are small slits at the top of the air wash that lets some of the smoke smell out, when it starts. As the temps in the combustion chamber go up, the heat and smoke will vent out normally. Pascal, the dealer that comments here, will probably know exactly why, but that's my observation.
Look around the door or the window. Some stoves have a small air leak below the window that air can be sucked into the burning area and it helps keep the glass clean. What happens is sometimes the pellets don't ignite right away then it goes poof and a small amount of smoke is blown out of that small air leak area. Either that or as others have said a leak in the exh system that should be seen with a flashlight in a dark room. Maybe in the first joint between stove and exh pipe.
My P61 now has a very slight faint smell of smoke on some start ups as well. I've pretty well sealed all venting. You can't smell it in the room you have to get your head down near the space between the hopper and body of the stove on the combustion blower side of the strove and you can get a slight very faint smell of smoke as it fires off. The larger leak ( also small though) was the clean out cap, I used high heat duct tape on that. It's only good for 200F but at that cap you can put your hand on it while the stove is burning so it should be fine, it's warn to teh touch there as it's below the outlet T.. The inner cap is hotter than hell though !
