I'd place the probe after a couple of hours in the smoker. The reason I say that, is just in case there is any type of biological critters on the exterior, you don't want to inject them into the muscle meat.
I too used the feel, pinch, thump, bend, whatever test for many years. It worked most of the time, but now, with a good thermo, I know for sure all is well.
To test the thermo, check the temp of boiling water and check the temp of a glass of ice. Ice should be close to 32 degrees, and the boiling water will vary a bit depending on your elevation. For me, I boil at 210.5, not sure where you are, but google will tell you your elevation and point you to a calculator that will give you the boiling point for your area.