Not a steam man, but bear in mind that when full size steam locos start away, the cylinder cocks are open, and left open, for some time.
This prevents condensation in the cylinders causing damage to cylinder, pistons and motion work.
May i suggest that you are suffering because the cocks are closed too soon, and condensation that should be ejected via the cocks is being sent up the chimney?
Try opening the cocks before opening the regulator, and leaving them open for three or four revolutions of the driving wheels. Life might be a little cleaner!
Howard