Thank you for the nice comment.
I did not use any thin set. I was concerned with the expansion and contraction that would take place because of the heat swings especially during the winter - 30s up to 250 - 300. The tiles are free standing butted up to each other. The tiles on floor hold the bottom of the side tiles and I have a piece of aluminum with a lip on it that holds the top of the side tiles. I think there is a picture of the aluminum lip in the build pictures of this post or the first post on the build.
It has been in use for several months now and I am totally pleased with the performance. I have done fish, ribs, chicken, jerky, bacon, and several other things that have turned out great.