Smoke the ham first and then bring it in and glaze it in the oven because the glaze needs heat to melt and set.
Here are the instructions that go with that glaze packet....
"Remove ham from oven approximately 1/2 hour before end of recommended warming time. Empty contents of brown sugar glaze packet into small saucepan. Add 1/2 tablespoon of warm water. Heat glaze mixture on high, stirring constantly, until glaze begins to boil. Remove immediately from heat. Using a glaze brush, apply glaze immediately by brushing it evenly over the surface of the warm ham. (For a thicker coating, allow glaze to cool 4 to 5 minutes before applying to ham.) Bake glazed ham at 225 degrees F for 25 to 30 minutes. Remove glazed ham from oven and serve."
I usually use pineapple juice reserved from a can instead of the water, because I place pineapple rings on my ham for presentation.