Well, immediately after doing vcg, you'd expect some oil to still be present and burn off. You might try wiping off oil you find on exhaust mani heat shield...on cylinder head...and see if that reduces your smoking.
You should expect a little burning, though, in places you can't get to to clean. If it continues for say more than a few days, then maybe you still have an issue.
Not knowing how careful or knowledgeable you were when doing this work, I can't say whether you did something wrong or not.
I'm so depressed. No one wants to come see me. :(
Mangofy your E46!