We smoke boudin all the time. Being mostly rice the Boudin should be fully cooked, just heat and serve, so heat on the smoker till warmed through. Pricking the casing shouldn't hurt if it draws a lot of moisture while on the smoker, you don't want it to explode on you! As previously mentioned pat dry with paper towels before smoking
You may want to try boudin balls, Like Scarbelly said remove the boudin from the casing and lightly smoke. Mix with an egg or two to help hold it together if required, form golfball sized balls and roll in either seasoned flour, bread crumbs or corn flour. Fry in hot grease till brown and warmed through. Serve with your favorite spicy sauce.
