I love doing smoke photography since the images are stunning. I used 3 different color filters in front of the flash with barn doors at a right angle to the camera. A single stick of incense is all you need to make it work. I mirrored the image and this is the result. This is a single shot after moving the smoke around with a small paddle to disturb the smoke.
I have recently started researching this type of photographer and am anxious to get it a try. This an amazingly superb example. Thank you for including details. Beast wishes