Unless you've been running those 400 miles in an Iraqi sandstorm, there's probably no damage- - - -yet. That being said, even starting a new engine without a functioning air cleaner is beyond stupid. I was in a Detriot Diesel seminar for luxury houseboat owners a few years ago when one of the participants asked the Detroit field engineer "Just how long will a Detroit engine last"? The answer- - - -"Long enough to eat 10 pounds of dirt"! Whether that's 10 hours, or 10 years doesn't matter- - - -dirt is the deadly enemy of any engine, gas or diesel.
The rings on your engine probably haven't seated yet. Get a proper air cleaner on it. and run at least 1,000 miles before you start chasing a smoking problem. If it doesn't improve, or gets worse, there's a problem. I think the smoke will probably clear up in a few miles.
Jerry