Quite honestly, I wouldn't touch a smoking caboose. I've got a couple. I used the smoke unit on each the first time I ran them just to be sure all functioned as advertised. Once I know they work, they are shut off and left off. I've also unplugged a few. Same as diesel smoke units. Make sure it works then turn it off and leave it off.
Each one, Lionel and K-Line got SO hot, the plastic began to feel "tacky". I wouldn't recommend using one. One totally melted.
I remember someone doing a modification with an MTH HO smoke unit that seemed to work very well and ran very cool. I'd be curious about learning more - I like smoke but I also don't like my trains melting.