Keith,
Ours does the same thing. Runs perfectly fine but it does leave some soot on the ground. Even got it on the underside of the roof on my lot at Happy Trails when i was using the Genturi exhaust pipe. There seems to be a couple of schools of thought on these, some say they should be serviced every year and then others, if it ain't broke, don't fix it!
Ours runs great, we used it almost every day this past fall and winter. We had it serviced about 18 months ago. We are going to have it serviced when we get to Bend, by then it will be almost 2 years.
Dean