Diesels usually run oily, they burn oil and there will usually be some oil in the boost pipes and itl drain to the lowest part which ends up being the intercooler.
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I'm not sure I agree with the "Diesels usually run oily, they burn oil" statement. I have never had a
problem with a diesel and high oil consumption (unlike the people who have the 1.4 twin charger petrol)
I think the reason for the oil in the intercooler will be to do with modern emission systems that mean the oil vapor from the crank case (block) must be recycled and burned through the cylinders. Because of the very high compression of a diesel engine there is always compression leakage (blow by) past the piston rings, this is why the oil in a diesel goes black. This blow by causes higher amounts of oil vapor and sometimes actual oil going through the crank case breather system and being burned off via the silly recycling systems. It doesn't always get burned off properly so it collects in the lowest part of the intake system (the bottom of the intercooler) Some people have tapped a hole and made a drain plug in their intercooler for this.
If anyone wants to correct me or add anything on this feel free.