Mondeo 2.0 TDCi MK3 (2004) - Mondeo MK3 Issues - Wizza

I'm having some problems with my 2004 Mondeo 2.0 TDCI (MK3). I found that whilst the engine is cold (say early mornings) if I get up to speed at sit at a steady 30 - 40 mph with steady revs the car will start to judder slightly. It feels like it wants to cut out but it doesn't and no lights come on the dash. If I accelerate or deaccelerate then the juddering goes away. It only appears when I sit with steady revs. I've found it happens most at around 40 mph with 1.5k - 2k revs.

Once the engine has warmed up the juddering completely disappears. I originally thought the EGR valve might need cleaning but I can't see why the juddering would disappear when the engine is warm.

There is no smoke out the back, and no dash warning lights on. I'm confused!

Mondeo 2.0 TDCi MK3 (2004) - Mondeo MK3 Issues - Wizza
I cleaned the EGR valve this afternoon, and it wasn't that dirty. However the issue is still there.

Could this be the DMF? I just can't understand why it would get better when warm?