Special equipment: 2 cups hickory, cherrywood or applewood chips 1 large piece cheesecloth Kitchen twine 1 9-inch-round disposable aluminum pie pan
Soak the wood chips in water 1 hour, then prepare your grill for smoking. See instructions below.
Lay out the cheesecloth on a work surface and brush with olive oil. Place the cheese in the middle and top with the bay leaves. Wrap the cheesecloth tightly around the cheese and tie closed with kitchen twine. Set the cheese, herb-side up, in the disposable pie pan.
Once the grill reaches 250 degrees F, place the pan with the cheese on the cooler side of the grill. Close the grill and let smoke until slightly golden, about 20 minutes. If using a gas grill, turn off the flame and let the cheese sit, covered, 10 more minutes (this is not necessary if using charcoal; it imparts more smoky flavor). Remove from the grill and unwrap.
Make a smoker box. Drain the wood chips and transfer to a small disposable aluminum pan (about 4 to 6 inches); cover tightly with foil. Poke 6 holes in both the foil and the bottom of the pan using a paring knife.
How to set up your charcoal grill:
Fill a chimney starter with briquettes; stuff the bottom with newspaper, ignite and let burn until the flames die and the coals are ashy. Dump the coals onto one side of the grill's bottom grate.
Nestle the smoker box in the coals; put the top grate in place. When the chips start smoking, cover with the lid, closing the vents halfway, and heat the grill to 250 degrees F (use an oven thermometer if your grill doesn't come with one).
Position the food on the cooler side of the grill (indirect heat). Close the lid and smoke as directed, adding more coals as needed to maintain the heat.
How to set up your gas grill:
Preheat the grill to medium high on one side; leave the burners off on the other side.
Place the smoker box on the grate over the flame. When the chips start smoking, reduce the heat to low, close the grill lid and heat to 250 degrees F.
Position the food on the cooler side of the grill (indirect heat). Close the lid and smoke as directed, adjusting the heat as needed to maintain a grill temperature between 225 degrees F and 250 degrees F.
3 More Types of Cheese to Try Halloumi: One 8-ounce piece, brushed with olive oil Ricotta: 1/2 pound fresh(do not wrap in cheesecloth) Feta: One 8-ounce piece, brushed with olive oil
Courtesy of Food Network Magazine