The recipe I've used for years includes soaking the nuts in your favorite hot sauce for about 1 hour. I like Tabasco, most any cayenne sauce, but especially the Tabasco jalapeno sauce. Drain the nuts, toss with a little oil, then add some salt flavor. Seasoned salt mixed with Old Bay seasoning in my favorite. 1-1 1/2 hours in the smoker. I know the hot sauce doesn't "soak" into the nuts, but it does add a pleasant heat crust.
I get lots of requests for these.