On mine I found I had an optioon that would let me tell the app that it was only to use wireless data. Check yours again.
I am sure that this initial use is just updating of applications to the latest level and wifi is the way to do that. As you have no wifdi at home you need to find...
I Loaded Onavo on to my HTC Wildfire. The age of the OS on the Wildfire prevents me using the extend version of the software but I am very impressed with what it is telling me.
For instance it highlighted that the battery app was sending data and it gave me the option to stop it doing...
Onavo extend may help you trace what is using the data. I have not used it but for the rest out there here is the website
Are you sure that you have not left automatic updating taking place? I don't have an iPhone so am not sure where you would...