I'll second Peter's method.
I had the airbrush adjusted so that it fed more air and less paint.
Again the trick is to sneak up on it with many light passes and a pause to inspect your "smokestains" after each pass.
Here's the effect
Sorry about the focus, but this was cropped from a much larger photo.
Just found a better photo by Dan Pickard on his Flickr album of the 2019 Australian Narrow Gauge Convention.
This approach can also be used to stain the rafters and smoke vents in the roof of your loco shed.
Again blowing more air than paint - aim you airbrush up at the roof from inside the building.
The building will fill up with paint's mist and seep out of the vents, and any cracks in the wall, etc leaving a "smokestain" behind.
PS - don't use a "black" black for the smoke colour but rather a very dark grey.
Unanderra in oz