Smoke is for two things typically, one a little flavor which you can just use a small amount of liquid smoke and get the same thing and the second thing is color, it give you that nice color that your looking for and doesn't look like meat in a pigs gut
I don't put cure in breakfast sausage or any fresh bulk or link but in any pre cooked or partial cook link you want to.
You can tell if you melted all the fat out because there will be pockets of it at the surface of the casing, OR if you had air in the sausage it will build in a pocket and could blow out I guess, you can solve that by pricking any air pockets. If your sausage is super dry you need to raise your humidity in your smoker, put a pan of water in there or something to bring the humidity up.
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