If you have access to something to turn it, you could use thick sided PVC pipe and turn it to allow giving it a slight taper, so at the top the walls would be thinner than the bottom. I also agree with other posters, another way would be a wood dowel, the only problem there is the OP wanted to put a smoke unit in it
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As far as the smoke itself, someone I met did something like that, used a fan driven smoke unit (not sure which one he used), and said it really gave that industrial miasma look *lol*.
