You're about 60 days behind me in this new-to-the-KDX gig. And the advice you received here & on the swingarm question is spot-on. By all means, even without swiss-cheesing the air box, etc, you will want to drop a size on the pilot and lower the needle a notch from the stock middle clip. I put in a 45 pilot & made the needle change, and the result is much cleaner at low speeds. And I don't look like a mosquito exterminator at my local riding place anymore. The oil/gas mix is less an issue, as others have noted - it's mostly jetting giving you the blue contrails.
Regarding your other post on the swingarm lube, I'm pleading with 'ya, take all the links apart, drop out the swingarm and do it all up. It is truly an easy job, especially when your bike is fairly new. Can offer detailed step by step if you want in PM.
Ken