Bucky, some more info on my experiences smoking peppers...
I've been farking around all summer trying to duplicate the wonderfull smokey pepper flavor of chipotles, but without the heat (or without most of it anyway) for those who can't handle the heat. So far, I've burned though I don't know how many peppers - anaheims, pasillias, italian sweets, red mini-bells, banana, a few more I can barely pronounce, let alone spell, etc..., many different combinations of smoking woods (chipotles, which are red jalepenos, are traditionally done with heavy pecan wood smoke) and overall, meh, no dice. Some of these are thick fleshy peppers, some are thin non-fleshy peppers. Italian Sweets with cherry & almond was the best of them and it still was a bit on the tarry side.
Now, I've had good results smoking fresno peppers, which are hotter than jalepenos, about on par with serrano peppers, but unlike serranos or jalepenos, they are not a thick fleshed pepper. Interestingly enough, they do BETTER when smoked as a green, just starting to turn red pepper, and not as good as a full red pepper. Once they turn full red, they go sweet and they just don't hold up.
Ultimately, in the sweeter peppers, I'm butting up against he higher sugar content and this higher sugar content is more apt to burn and turn to carbon. This necessitates a very low cook temprature, problem is, longer cook tempratures = greater chance of over smoking the pepper since the pepper doesn't have a strong flavor of it's own that can hold up against the smoke. Oven finishing seems to be the apparent answer, but oddly enough, it isn't. Finishing the peppers in the oven just makes them taste flat - it's like all the work you put into smoking them just evaported out the oven vent.
Now, the one thing I have not tried is a gas smoker. That might very well be the solution. Electric & natural fuel just don't work for the milder peppers.