Gary-
I've done 'em a couple of times. I brine them first (for at least two hours) in a simple brine (salt, water, brown sugar). Take them out of the brine, dry thoroughly, dust with your favorite rub, then put 'em on the grill. I usually put them on the hot side of my offset if I have it fired up and they generally come off as appetizers. If I had to venture a guess at temp, probably 275-300*F. They generally don't take too long at that temp....and they don't last long on the table either!
No reason why it shouldn't work out well on the WSM, just haven't done that yet.
HTH,
Rich G.