I would imagine Mullica could have a couple of things to say
When I 'were a lad', I had a model steam train, which used to put out tiny puffs of smoke. As I recal, this was a battery operated toy.
'Mystic' smoke from fingers won't do you much good—it's more like fibres than smoke.
Mini stage generators may work, you could wear it concealed on your person with a tube to the place you need the smoke.