I've always wanted to try this but my Weber kettle would probably produce too much heat using a bare minimum amount of coals to keep soaked wood chips smoking for two hours-then along came the A-MAZE-N pellet smoke tube/generator! It's maiden outing was a hot smoked tri tip using a blend of dry pecan, mesquite and hickory pellets which turned out great. The amount of smoke that little tube produced was far superior to the old Hollywood movie's Indian smoke signals!
Now on to cold smoking some cheeses. Again this being another first time cold smoking I used basic Tillamook sharp and mild cheddar, and swiss. Two hours of 80/85 degrees smoke (20% same blend as above with 80% apple pellets) and two weeks aging in the fridge it was time for the taste test complete with invited guests. Oh my! It was so differently good I went out and splurged on another batch, this time monterey and colby jack, mozzarella, gouda and gruyere. Same outstanding results. Do note that all the cheeses I used are of the harder varieties with higher melting points. The photo is of this batch but color is slightly lighter in the photo than the finished product.
If you plan on trying out cold smoking, the outside ambient temperature at the start of the smoke should be no more than 50 degrees. You can also use ice in a pan to cool the smoke and keep the equipment in the shade or do this at night/early a.m.
As long as you use the A-MAZE-N smoke tube, any bbq device will work, even a cardboard box.