I always used the water pan in my vertical Brinkman, but was water, not something to make sauce out of.
When I did my Prime Rib on the Hasty Bake earlier this week, I used a drip pan with stock, onion, carrot, and celery. Didn't think to de-fat it in the freezer. Didn't really care for the sauce too much - a bit too much smoke. Will try again with some mods and de-fatting.