^^^^^I do all my cold smoking using a pellet tube in either my turned off pellet smoker or my offset depending on the size of whatever I'm smoking. If you go that route just make sure you have all the vents wide open and you will be good to go.
What he said. I run just a pellet tube in my pellet grill or offset. What I have started doing, thanks to indaswamp is packing my pellet tubes with dust instead of pellets. Cleaner smoke, and the dust burns cooler.