I'm not hard and fast on any rule. If it works for you, go for it.
Do I do it? No. I think that pans get in the way of smoke penetration as well as all the bottom of whatever you're smoking to step/braise in the liquid.
If it's something you do, go for it.
If it's for cleaning purposes, I'm with John on this one, it's a smoker and it doesn't mind a little gunk on the ranks and the bottom of the smoker.
Smokin'