2002 Audi A4

Louder engine noise. Bad catalytic converter?

I've got an Audi A4 with the 1.9 TDI engine. The car has 150 000 miles. Lately i've noticed the engine is making a louder noise during the first few minutes after startup. The noise seems to get lower after the car get's some temperature, but does not disappear completely. Could this be an issue with the catalytic converter? The oil and filter was changed about 2 months ago. Would it cause any harm to the engine over time by deleting the catalytic converter?

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could be lots of things, make a video and post it here if you can. Now it's illegal to remove the cat, but of course they run better without them as they are ONLY an anti pollution device