If you have adequate ventalation (i.e. a direct vent microwave or hood above the stove) then it's easily done on the stove top and then the oven.
They do sell a smoker for this.
It can be found on many sites but here's one I picked at random.Camerons Stove Top Smoker: Stainless-Steel - Camerons Smokers
Quite frankly, to save your self the cost of the item and shipping...... if you grab either a full or half size 6"-12" deep hotel pan, the same in a 2"-4" deep perforated hotel pan and a lid from a beat-up chaffing dish, you could just use that. I say the lid from a chaffing dish because you get more circulation and smoke with less heat ontop of the food with the taller lid than with a hotel pan lid. I've used just such a contraption with great success many a time to smoke scallops, chicken breasts, mushrooms, trout filets, shrimp, tomatoes, pork tenderloin, lamb racks (from your neck of the woods:D) etc, etc, etc. in both my pro and hime kitchens. I have used small wood chips or nut shells (i.e. pecan or walnut) as the flavor. The chips are also available all over the web but the nut shells are a bit more labor intensive (requires allot of cracking:crazy:) since I haven't found a source for those yet.
I usually start the chips on the stove top (used both electric and gas) add the item to be smoked and either finish there, remove from heat (the more dellicate items) or fninsh in the oven (the whole smoker).