They smoke some, but not much odor. I usually leave the firebox door open when I’m using one of these paraffin starters because of the smoke and then close the door when they are burned and the fire is started.
Some folks recommended pitch logs (pine saturated with natural pitch) to start the fire. Make sure that the pine and pitch are burned and gone before putting the meat in the smoker.
Others use charcoal lighter fluid to start the wood or charcoal in their pits. Just be sure that the fire burns long enough to eliminate all the volatiles from the lighter fluid so they don’t give any bad tastes to your meat–wait at least 30 minutes after the last use of the lighter fluid. NEVER use gasoline or any other flammable liquids to start your smoker fire–only use commercial charcoal lighter fluids.