cannonmn , I've seen reference to all kinds of shells, but not smoke...
Have you heard what the purpose a smoke shell served? I would have to look up the law, seems like the Feds have restrictions on how much powder you can put in a shell, 1/4 oz I think. That may only apply to "explosive" powder. But SMOKE shells, that might be fun. Several of the pyro suppliers sell empty cases and smoke powder in bulk.
Hmmm...
MikeR C