Never smoked it myself, but:
Sampled some at a sushi bar - it was excellent!
From what I tasted / saw, if you are attempting to do something similar, I would try the following:
-The stuff I had had been brined in a mixture similar to terriyaki (sugar or honey, soy sauce, & maybe some sesame / ginger?)
-May need to use some stainless mesh / screen under the fish if it is small/delicate fillets.
I would probably smoke it with some lightly-flavored smoke wood (apple or alder) & go easy on the amount.
Where you getting the eel?