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Most people do cold smoke or at most warm, say 120ish, the idea is to impart smoke flavor into the spice not roast it. Alot of people use the round splatter screens that you can buy for over skillets, or you can use fine mesh aluminum {not galvanized} screen, like for a door or window, that is available at most good hardware stores.
These usually need to be cold smoked. As Wolfman says these can be smoked over a fine mesh or perforated tray however they can be successfully smoked on a standard baking sheet as well. The secret is to move them around periodically as they are being smoked so that all surfaces are exposed. I have recently acquired a fine mesh stainless steel basket for smoking my salt however before I had this it smoked well in a shallow tray. Below you can see a tray of salt smoking alongside a basket of chestnuts.