You can take something like Slap Yo' Daddy All-Purpose Easy Sauce which is quite sweet, reduce the amount of hot sauce/cayenne, and add liquid smoke 1/8 tsp at a time until you get something you like.
Don't be afraid of liquid smoke. Look for one that says "all natural" on the label, it's just distilled smoke from a fire in vinegar with a little sugar. But if liquid smoke is not your thing, you can try adding a little smoked paprika to a sauce recipe to see if you get smoke flavor.