Cowgirl, as usual is spot on.
Fried is by far the best. Just treat as you would any other seafood type. Batter or bread and fry in deep fat.
In the smoker, they will dry out real fast, and absorb smoke quickly too. The bacon wrap is the best way to do them.
No hard and fast rules, but when I have done them in my smoker, along with gator tail, I usually manage to get them done in about 30-40 minutes at about 225 or so degrees, maybe a little hotter.