One of my daughters has a tree nut allergy (pecans, walnuts, pistachios, etc.) not peanuts. I was going to use pecan and then decided not to without checking into it. My wife read on two allergy sites that smoking extracts the oil from the would but that the allergy is to the actual fruit and not the oil. It is the same reason people with peanut allergies can eat food cooked in peanut oil.
Having said that I still decided to skip the pecan.