Ackchyually... OP is attempting to name them after the National Forest Service anti-fire mascot. The word for an area infested with smoke is 'smoky'.

The Great Smoky Mountains

Smokey the Bear.

That said, since this is the kind of pedantic nonsense people don't care to commit to memory, we could go with the absurd option: call them The Misty (or Steamy) Mountains.

The Great Smokies are named due to the daily mists rising out of what's technically a temperate rainforest. We may as well equally misrename the Cascades so that generations can scratch their head in bemusement. (Yes, I know that parts of the Cascades are temperate rainforests as well.. but the Smokies don't have a dry season).