Preheat outside barbecue (barbecue needs a lid) to medium high.
Soak wood chips in water for 5 minutes. Put chips in a heavy-bottomed sauté pan with oven-proof handles or perforated pan and place on preheated outside barbecue.
In a medium sized bowl toss nuts together with peanut oil. In a separate small bowl mix paprika, cayenne and Worcestershire together. Add the spice mixture to the nuts. Toss to combine. Put nuts on a baking sheet or aluminum foil pie plates in a single layer.
When chips get hot and start smoking, about 5 to 10 minutes, add baking sheet with nuts on the upper rack of the barbecue. (Keep sauté pan of wood chips on the lower rack of the barbecue.)
Close the lid on the barbecue and turn down the heat to the lowest setting. Stir the nuts after 6 to 8 minutes. Smoke the nuts until lightly golden, about 10 to 15 minutes total cooking time. Toss with sea salt while still hot. Let cool for a few minutes before serving. Store in an airtight container at room temperature.