Those are symptoms of head gasket failure (possibly cracked head, but less
common.) The unwanted path is between the combustion chamber and the coolant
passages. When you turn the engine off, coolant forces its way into one or
more combustion chambers and collects on top of the pistons. As long as the
rings are good, you won't see significant antifreeze in the oil - what gets
in there will boil off fast enough. When the engine is started the
accumulated antifreeze burns off through the exhaust.

For a shadetree diagnosis...with the engine cold and idling, remove the
radiator cap and clamp off the hose to the reservoir. Place the palm of your
hand over the radiator cap opening and you will undoubtedly feel a
constantly rising pressure and may even feel the pulsation of the affected
cylinder(s) firing. Another rough test is to remove the cap when the engine
is cold and the radiator is full, then pull the engine through all cylinders
by putting a socket on the crank bolt and rotating the crankshft
*counterclockwise* two full revolutions - you will probably see the coolant
level rise at least once. You may also see a difference in the spark plug
tip(s) in the bad cylinder(s).

If you keep the coolant level up religiously you can go this way until it
gets bad enough for other symptoms to appear. Full throttle will speed the
destruction process. Ultimately the head gasket will have to be replaced.

Mike