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A lot of folks use lump in the WSM. I do on occasion but prefer the steadier temps I get with Stumps briquettes.
I bought an extra charcoal grate for using lump. You use it in a cross hatch pattern it conjunction with the stock grate. It holds the lump in place better not allowing it to fall through to the bottom.
I use only lump, but I also do shorter hotter cooks.
For overnighters, a quality natural briquette would be good.
I notice a big difference between charcoal types with the WSM.
The airflow through the smoker is pretty small so any odors get bottled up with your food more so than other smokers.
I had some kinds of mesquite lump that were so strong in the WSM I didn't add any smoke wood at all.
The warning/disclaimer might have to do with the fact that lump can get hotter.
I'm with Chisoxjim on this one. Lump only in any of my cookers. The briquettes,IMHO, give off a funny smell natural or not. Get plenty long enough cooks in the WSM and drums.
I'm accustomed to using an electric smoker. I just bought a ProQ smoker, which is very similar to the WSM. I have not received it yet, but have started to wonder how I actually smoke with wood. Obviously, the charcoal provides the heat, but I don't recall seeing a basket or a section to put wood for smoke. Do you guys just mix it in with the charcoal briquettes or use a pan on top of the heat? I have to assume chunks and not chips are best in this type of smoker.