Okay, here are my thoughts on this subject. You said that you have no CEL issues, presumably the light comes on initially when you first turn the key on. Dark, bluish grey smoke could suggest either oil in a cylinder or an over-rich condition. Oil in a cylinder could be coming from the valve seals or the rings. Smelling oil on a Sube does not sound so unusual, but from an external source rather than internal. My Legacy smelled that way, but she did not use oil or smoke. The bad gas mileage coupled with the smoke suggests to me an over-rich condition. I am guessing that if something in the FI system fails, be it an O2 sensor or ??? the computer will go into limp home status, which seems likely to be a rich condition. Mileage is linked to fuel rather than oil. It could be an O2 sensor or some other fault in the FI system. Plugs or filters do not seem likely to me. A warm engine is more likely to burn off the excess fuel than a cold one. Anyway, just a thought. John