I have a 1994 holden rodeo 2800 TD, its getting a little smokey when it is warmed up, someone said to check the turbo pressure relief pipe because they slowly block up.
Any thoughts?

What colour is the smoke?

Blue smoke= burning oil. A bad turbo can do this, as can engine wear.

White or light grey smoke= burning coolant, usually a blown head gasket or cracked block/head.

Black smoke= inefficient combustion. due to bad timing, a bad injector pump or bad injectors.