To answer a couple of your questions:
If that instructor really said Pellicle clocks smoke, he should go back to school. Pellicle doesn't block smoke---It helps smoke to adhere. I get it either by putting it in front of fans, or putting it in the fridge overnight, uncovered, and then put it in the smoker without smoke, @ low heat for an hour or so.
I see no problem with letting a steak set out, but I personally don't because I want the outside charred, and the inside pink (Med--Rare). Letting it sit out helps get the inside to cook more. Some people even partially freeze their steaks to get this effect.
I wouldn't let any large low & slow non-cured item sit out for any amount of time, & I wouldn't let ground meat sit out either.
Hope this helps,
As I wrote in another response, there were a few things he said I inwardly questioned or disagreed with. But the guys got like 6 schools (units in industrial parks) scattered around 3-4 states and earns a nice living off it. He and his paid instructors all use his no smoke absorption after 3 hours guideline. But you know? He talked about competing against Myron Mixon and beating him once--once--so maybe that says something about his BBQ skill level and knowledge.
As I wrote to Foamheart, I read somewhere that sticking cold meat on a grill can prevent the meat fibers from fully breaking down so they may not come out as tender as if you'd let them sit out for a bit before cooking. I can find those references if you like. I'm still at the point where I've learned a lot but there's a lot I haven't personally learned so al I can go by is what I read until I learn it by doing. but I admit, getting that charred outside/med rare inside for steaks has been hard for me to get on my charcoal grill. I just bought a thermocoupler instant read therm so I can more easily track the IT.
Fully agree about the large cuts to be used for smoking and slow cooking in general. We take them out, season them right away, brown the outsides if the recipe calls for it, and then we stick it in whatever slow cooker appliance we're using. I do let ground beef sit out for the reason I wrote above grilling cold meat. My wife is fond of telling me how her mother broke most food safety rules--letting mayo or cooked deviled eggs sit out for hours, etc.,--in her kitchen when my wife was growing up because the rules hadn't been written yet. Almost no cases of food poisoning in their house and nobody died. I think what saved them was the fact the whole family came primarily from strong Irish/German stock.