How to reliably and safely recreate a blue smoke monster for a workshop?
As usual, you need look no further than the eevblog exploding capacitors video

AND, OF COURSE, AS A WORD OF CAUTION:

-wear safety glasses

-keep flammables away

-test out everything first with a proper DC voltage supply that has effective current limiting and safety measures

-do it in an actual lab that has real safety and hazard precautions

Not following any of the above is probably not smart [but probably how I would do it anyway ;).]  With a low voltage, the biggest danger is probably to actual projectiles.

I would just reverse bias a low voltage cap (for the most flare up). You can put a diode somewhere after it that will 'turn off'. I would also put a current limiting circuit at the input to kick in after the cap goes, for safety.

You could probably get some nice smoke from any IC that you overvolt with a decently rated supply current.

You may need more than a single AA or +9V to get this effect.