Having never done it before I read up as much as I could, and I also purchased a food dehydrator in case they didn't get very dry in the smoker and I would need to finish them in the dryer.
I got a small container of the peppers from the store, and proceeded to cut off the top and halve them, removing the seeds and placenta, in order to bring the heat down a little bit.
I then put them on some inexpensive mesh drying racks I got from Walmart, they are non-stick, and were about $6 for two of them.
I started smoking them at 180 in my amerique with a healthy handful of pecan chunks, but the smoke was not coming as fast as I wanted, so I bumped it up to 200, finishing them off between 2.5 - 3 hours. Turns out that no dehydrator was needed, they were dry as could be, and snap/break when you try and bend them.
They smell great! and they taste very good, though the heat is hit or miss. Some are kind of mild, while some fell like your tongue is dipped in acid.
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Thought you guys might find this interesting