There is a breather on the top of the valve cover. There should be one on each side in a WRX. They have hoses on them and meet at the intercooler and then funnel into the intake tract. Make sure these hoses are on snug or else you can get some oil sloshing/spilling that might cause smoke. Also inspect the seal where the valve cover bolts to the heads. There is a gasket in there and if it has gone bad you might be getting some spillage onto your exhaust manifold. Is there a chance this is in any way related to the sandwich adapter? Is there any oil around your filter? If you can, could you post pics?