I have tried it twice in a WSM, the first time was after reading it badly described and I did it in 180° - 200° F smoke, way too hot, didn't like it at all.
The second time was after reading way more about it, the temp was down around 110° - 120° F and made for a much better product.
I made two flat squares of briquetts in fours, one on either side of the charcoal grate, then lit two briquetts with a blow torch in my chimney starter, and when lit, placed one on the middle of each square, I used mixed pellets of apple and oak, (2/3 apple, 1/3 oak), in foil pouches leaning over the top of each square.
When I do it again, I will try them as triangles of 3 briquetts and see if I can get down to the recommended under 100° F for cold smoking cheese.