If you don't have too many peppers, you can toast them in a dry pan over a burner. This should remove any residual moisture. And yes, if they aren't completely dry, they will creat a paste while in the grinding process.It's all good my friend.If you are using a water pan or if there is much meat in there giving off moisture, you may need to dehydrate them after smoking. I did up a couple of pounds of hatch chile in the smoker last year, then I dehydrated them. After that I popped them in my blendtec blender that will make a powder out of just about anything, if it is dry. If they are still leathery it would turn into a sticky paste.
Good luck, I use my green chipotle powder on a lot of things. Oh, and you might want to have a window open if you are blending the powder. It gets in the air and burns the nostrils causing a lot of sneezing. But its worth it!