Thanks, all!
Adriatic: That locomotive has been smoking since 1946, and IT'S going strong!
Jonny: YMMV, but I only add fluid with the power off, which should allow a bit of time for the bulb to cool.
Harry: The Trainz re-release of the smoke pellets is for the second version, which works on the nichrome heating element. This loco runs on the first version, which, as far as I know, has not been re-released.
Mitch