heavy-duty aluminum foil; 2 to 3 cups hickory wood chips, soaked in water 30 minutes
Place the pecans in a bowl. Pour the oil, sugar, paprika, salt and pepper over the pecans. Stir to combine.
Place a heavy-bottomed pot on the stovetop, and have on hand a pasta pot insert or a steamer basket that fits inside this pot, and a tight-fitting lid. Line the bottom of the pot with heavy-duty aluminum foil. Fill the bottom with the drained wood chips. Top with the pasta pot insert or the steamer basket. Place the pecans in the insert. Turn the heat to medium-high. As soon as smoke is visible, place the lid on the pot and reduce the heat to low. Smoke the pecans for 20 minutes.
Remove from the heat and pour the warm pecans on a serving platter. (Allow the wood chips to cool completely before discarding.) If making ahead, store the pecans in an airtight container.