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I have cold smoked salmon several times on my BGE.
I found a smoker box at a local BBQ store called the A-Maze-N-Pellet-Smoker.
You fill it with pellets and get one end smoking before putting it under the plate setter.
I use the plate setter because it distributes any heat that comes from the pellets.
I then placing the grill and a grill extender over the plate setter with a fillet of cured salmon on each.
I then let it smoke for 1 - 2 hours before wrapping it in plastic to sit overnight in the fridge.
The next day it is ready for slicing.
Large BGE, Small BGE