Brewed many a coconut porters, but only toasted the coconut. Never smoked it. May be easier to brew a smoked porter and then add the coconut after fermentation is complete?
But, what the heck. It's homebrewing. Give it a shot. Probably cold smoke or smoke at a low temp until golden brown and pull. I usually let it sit for a day or two in a paper bag before adding to the beer.