Marinade and Smoke Chips
Marinating means that your product will be in the marinade before cooking.  It is a surface flavor application.  It does not seal in juices, nor does it penetrate the protein.  Marinate as you would for grilling.  Grill/roast (with smoke chips if you wish).  You are not technically "smoking," but that is beside the point.  You can certainly baste, throughout, with your marinade.  If this is the case, you may want to reserve some that raw meat has not come into contact with for this purpose. You will pick up the smoke flavor, even with the marinade and the basting.