What you need:
* Wooden glue.
* Something to mix the two components above in (in this case, a palette)
* Cotton of some kind. I recommend ear tops but I guess anything with cotton should work.
* A tack, or similar.
* A sharp object. Like a stiletto, scissor, katana or similar.
1. Mix wooden glue with water, ratio is not that important but let’s say 50/50.
2. Drench the cotton completely in the mix
3. While wet, use a tack or similar and start drag out the fibers from the cotton. Go wild!
4. Leave and let dry
5. Use a scissor or similar to cut the cotton. You might need a few tried before you find a smoke pillar that looks realistic and is good enough for your miniature but cotton isn’t that expensive after all. Glue the pillar to your mini. When dried, there shoud be no problem to paint the "smoke".
Like always folks, remember less is more! enjoy!