I don't ever smoke a mold block unless it's having trouble letting go of bullets. For the most part, it's not needed.

When you get a new mold, the oils from machining are usually still present hidden in the nooks and crannies. I wipe out the cavities with rubbing alcohol, but it still takes a lot of casting before they stop coming out all wrinkled. Basically, my first session with the mold is getting it hot and getting it to drop pretty bullets.