I think ive seen this before.A little "puff" of smoke comes out of the spark plug hole when you remove it(only with a hot engine).
Believe it or not I think this could be normal. Like said above, some unburnt fuel or even some residual exhaust gasses remain in the cylinders after the key is turned off and arent completely expelled on a partial exhaust stroke...You can look into your throttle body and see the same thing happen.
If its running good, not using coolant or overheating and not burning oil, Id say leave it alone.