The only vegie I've smoked are onions. I give them a shot of sprayed olive oil and smoke for an hour. I use them for onion soup(see the recipe, this section.)I was just reading S&S today and they were describing smoking peppers for a couple of different recipes. For each one they brushed them with oil first, then smoked for an hour at 200-225. I plan to do some soon as it sounds excellent.
Tom