I have 2002 mazda bounty 2.5 diesel when it starts up it runs really rough and blows out blue smoke but comes right when warms up.I replaced glow plugs, fuel and filter, oil and filter 6mths back and it ran good now its doing it again Ive only done 5000 kms since last time

sounds like a sticking choke problem.

the truck is either an e350 0r f250 right? now which?
Gas powered rigs ? call the dealer to inquire about outstanding recalls. inspect your fuel pressure regulator for the correct number
F4TZ or newer should be seen. check the oil dipstick for a fuel smell. if the spark plugs show excessive fuel or carbon. change the oil first, and the filter. then use an update regulator, and tune up.
diesel rigs? theres a possibility of fuel injector pump and or injector problems. first determine the glow plug system is right. see a diesel tech about what diesel fuel system yours is equipped with, do the required maintenance, and with good parts does it smoke cold only, warm only or both. then you can begin to get answers. several systems were used and engine displacement must be known to look it up. a faulty glow plug controller or inoperative glow plugs can contribute to cold smoke, a faulty injector pump or leaky injectors can cause warm smoke. some diesels have the newer system and there are a series of updates you must have. parts are very expensive so do your homework first. build date, engine size, injector type, outstanding recalls, tsb's tech service messages. these can all be found at the ford dealer. they will be happy to answer your questions.

I'd get your injectors rebuilt, and tune up your injector pump. Run a little seafoam in the diesel tank, and in the oil. Should make it clear right up.

fuel injectors or glow plugs

Should still be under warranty at that age - ask the garage to try known good injectors from a donor car

check your glow plug relay! located on the right side head

Sounds like not all the glow plugs are working.It should run fairly smooth on a cold start if all of the glow plugs are working..Also you shouldn't drive off on a cold start with a diesel,Its really hard on the motors..At least give them 10 to 15 min on a cold start..The oil in them is a really thick oil and when there drove on a cold start theres no oil lubricating the internal parts and will cause the motor to seize up..You may already no this and dont mean you drive it as soon as you start it i just wanted to let you know..When you get alot of white smoke it could be two things,Theres water in the fuel which will make it not have much power die and smoke..But if it runs fine when its warm theres some bad glow plugs...Hope this helps you and have a great day

I’m happy to assist further over the phone at https://www.6ya.com/expert/joe_a3369546f8067589

only 2 things can maake a diesel run rough at start up ,,1--- air in the system 2----- 1 or more of the glow plugs not working. this sounds like the latter ,if you have a couple of glow plugs not working ,it will miss on those cylinders until it warms up ,and the smoke is mostll exesive fuel when it does fire . recommend you check the glow plugs

It's time for a Italian tune up!

The blue smoke can be one of two thing.

oil drop from the valve stem (from engine head to cyclinders)
or
diesel soot collect inside the exhaust system.

===
I will take a 5-10 minutes high rpm (not redline) ran on the highway.
Pay close attention to the rear view mirror and look for black diesel soot.
=== I will use Diesel Cleen or similar product to condition the fuel. (keep moisture down)
Use the recommended amount of SEAFOAM oil additive to condition the valve stem seal/rubber parts.

I can not rule out excessive blown by.
Can you get a diesel compression tester?
When was the last valve adjustment?

Please post the actual odometer on the engine and I will follow up on it.

Well, you have to let diesels warm up before you drive them so the engine gets warm and it may not sound right at first because if its not warm the compression gets off and doesnt fire right. If you try to give it too much gas before its warm, extra diesel will get in the cylinders and misfire. Then when it does fire, there is a lot of extra fuel in it so that causes the smoke and smell. You should always let it warm up for a bit before driving when you havent driven it for a while.