Follow steps 1-3.
When the gas grill is "smoking" hot, place the smoke dust tray between 2 burners as illustrated on the photo or directly on the bruner in one side.
If it is not possible to place the smoke dust tray directly on the burner, the place it on the grill grid over a lit burner in one side of the grill.
Place your raw materials in the other side of the grill. The smoke starts developing a bit slower in a gas grill, but the result is just as delicious.