My dog couldn't care less if the bones are smoked or not, he'll go crazy til it's in his mouth anyway. I think the pet store bones are done with liquid smoke. I don't know if the bone will take as much smoke as the marrow. I'd cut the bones into 6" pieces and smoke them at 300 for a couple hours using your favorite wood.
Am I tough? Am I strong? Am I hard-core? Absolutely.
Did I whimper with pathetic delight when I sank my teeth into my first brisket? You betcha.
Chargriller Pro w/SFB 3 generic digital thermometers