This may sound a bit unconventional, but then, that's how I roll...think about what you'd put on a skewer for smoking or grilling, like small shrimp, peppers, onion, potato wedges (taters need high heat to cook through)...all seasoned up lightly with a spicy blend...some hot n spicy and laid on heavy...just make sure everyone knows what's hot and what's not (many folks like to experiment with heat, given the opportunity...some steer clear of it at all cost).
Little smokies or cut hot dogs wrapped in biscuit dough (high heat to cook the dough, of course).
Also, have you considered mini crab-cakes or other items normally made as entrees, but in a smaller version? Hmm, crazy, but mac n cheese in a mini muffin pan, done @ high enough heat so it forms a crust in the pan for ease of serving and a single-serve presentation...I'm sure lots of other foods could be put in a muffin pan for a small portion.
I'm just trying to think outside the box, so to speak...for things you wouldn't normally find as an appetizer.
Anything else pops into the ol' brain-waves I'll jump back in.
Eric