As with most any product you buy related to food service, whatever, you should always wash because you never know who's handle it before you. That being said, with the Amazin' Smokers, either pellet or dust, they come fresh off the fabrication line, so to speak, and naturally there's going to be some oil residue on them, because of the fabrication. I have several of the Smoker's ( I won't say how many because I don't want you to develop Amazin envy) and after the rapid delivery from Todd, I fire up the propane torch and play it over the metal and let the metal heat up. Once they cool off, I check for oil residue and usually find none.
Wash??????? Not me. It's not going to come into contact with food stuffs. It "works" at smoking temperatures. Wash, especially in a dishwasher is going too far and liable to incur the wrath of SWMBO. Routine cleaning involves nothing more than taking a small brush to the inside of the smoker and knocking out the compacted ashes, if any. Beyond that, I keep them in a dry place, ready to go the next time. I've been using these critters for a couple of years now, I guess and I've not found any reason to other than what I've mentioned above.