I have been smoking grain (malt) for several years for use in several award winning recipes including an Alderwood Smoked Hefeweizen and a Chipotle Smoked Porter. The device I created to smoke my grains is a wire cage that mounts to the shaft of the rotisseri on my grill:
The cage is constructed from galvenized hardware cloth - use the smallest size available to keep the grain in the cage. The end caps are made from aluminum flashing (galvanized flashing would work too). Cut out blanks with about a 7" diameter - the diameter may vary based on the height of the rotisserie shaft above the grates. Cut slits into the blanks about 1/2 inch deep and fold them over to provide tabs to attach the hardware cloth. Standard pop rivets are used to attach everything. The wire seam between the end caps is riveted to a piece of aluminum bar, which is used to attach the access door.
Holes are placed into the end caps to allow the rotisserie shaft to pass through, as well as holes to allow the skewers that hold meat to pass through.. This allows the cage to be positioned anywhere along the shaft. I place the cage over the burners that are not used and place aluminum foil under the cage to catch any grain that falls through the hardware cloth and the edges of the door.
The door that allows me to get grain in and out of the cage is made from the same hardware cloth. The hardware cloth is folded over around the edges of the opening to make it more rigid to keep the grain from falling out. More flashing was used to provide an edge to attach the hasp to secure the door closed. The door is attached with a piece of aluminum bar and the wire flexes to open and close the door. BAD IDEA!
Over time the wire has broken, so I would recommend attaching the door with a hinge.
Note that the hinged portion of the door should be in the direction of the rotation to keep the grain from falling out. Since the cage can be mounted to the shaft in either direction you can mount the cage properly to prevent grain from escaping.
I use three 4" x 4' galvanized electric handy boxes to hold the smoking chips. They are placed over the third burner on the grate.
I typically smoke my grain the morning of brew day. The wood chips are soaked for about 15 minute then placed into the boxes with high heat to get them going. When I start getting smoke I put the grain into the cage and turn down the heat.
The grain is soaked in warm water for about 10 minutes before being placed into the smoking cage. I typically smoke about 3 pounds of grain - the cage can hold about 4 pounds.
I usually need to keep adding wood chips periodically. It takes about 1.5 to 2 hours for the grain to adsorb the smoke and dry sufficiently to crush properly in the grain mill. This is very subjective; I just sample the grain periodically to determine when it is dry enough to crush.
I have had good success storing smoked grain in the same plastic vacuum bags I use to store hops..