Smoked cheese is the bomb, however, it can be tricky to do. Traeger used to sell a cold smoker attachment, that would bolt on to the end of the grill after you relocated the stack to the cold smoker. It has a damper in the bottom that allows cooler, ambient air to mix with the exhaust air in the smoker to create a cooler environment to smoke your cheese in.
I am fortunate that I live in the midwest, so smoking cheese in the winter is not a problem. Anytime the outside temperature is under 40F, I can maintain 150 in the grill and around 70-80 in the cold smoker. Any cheese can be smoked, but the soft cheeses, like Mozzarella and Havarti, absorb the most smoke.
I typically let them go for about 3 hours, but you need to watch them closely to ensure they don’t start melting. The lower 2 pieces come from a brick of Mozzarella and are starting to melt. Time to pull the cheese. I’ve also been able to take Mozzarella string cheese and smoke it, works really well.
Another option to smoke is to get a pellet tube and just let it smolder in any grill. Adds smoke, but no heat. Takes a bit longer, but will get the job done.
The hardest part is letting the cheese age after smoking. It tastes so damn good on day one, it’s hard to believe it gets better overtime, but it does. I usually let mine sit in the fridge for 3 months before consuming. Regardless, it is the best thing, ever!