Ways to bar-b-que and smoke Kangaroo
I have neither cooked nor eaten kangaroo, but I think the information that it is very lean should be sufficient to answer this question. Smoking is a low and slow technique that is used to make tough cuts of meat tender. This works by using a low temperature to break down the tough connective tissues which makes the end result both tender and moist. This would not work with a lean cut of meat like a filet. You'd just end up with a tough piece of meat. So unless you really go after the toughest bits of the 'roo, I'd advise against smoking. 

As ESultanik says in a comment, to attack the lean parts of the animal, treat it like any other piece of non-fatty meat (filet / tenderloin for example). Use a very hot grill and shoot for an internal temperature of rare to medium-rare depending on preference. The exact technique for cooking is up to you. I tend to do a two level fire for searing and then finishing, but the exact method depends on the type of grill, thickness of the cut, etc. If you would like some smoke flavor, you can throw some wood chips on while cooking like this and see what you get. The short time and frequency with which you tend the meat / open the grill may make this completely ineffective, but it's worth trying to see if you get some smoke flavor, if that's what you really want.