Having played with smoke photography 2.5 years ago I had a fairly good idea of the set up although had hoped to make this a desk top exercise. It rapidly became clear that this was far from ideal and ended up as an entire office floor set up.
I was on a road to nowhere at first as the black back drop was blown out by the strobe. It dawned on me to pull the joss stick much further forward of the back drop and place the strobe so that it pointed toward the smoke and away from the black back drop. BINGO. The settings were ISO 200, f/4.5 at 1/100 second (to sync with flash.) I am sure these settings could be better allowing me to close the aperture for larger depth of field. However, by this time I was exhausted and relieved to have what I had. The exposure seemed to be happy with the strobe set at auto. I am sure the secret to closing down the aperture with be in competent use of the strobe. This exercise will be re visited I am sure.