I have three of them, the maze like the one you are referencing, a 18" and 8" tubes. I use them in the grill to cold smoke during cold months and other times to season salt, pepper, coriander, etc. I see no need to place in the Si.
Also if you take those frozen angus burger patties and place them on the grill, fire up both ends of your A-MAZE-N and in about 1 hour they are defrosted with a nice gentle smoke flavor. Fire up the grill and enjoy. I have even placed some buns on the top rack while the burgers defrosted, you would be surprised the flavor of a smoked bun has.
I like the 40 lb. bags of perfect mix pellets made up of maple, hickory, apple, and cherry. It imparts a good flavor to my cold cheese smoke.
I just may try it in my D3, BUT I would use a cold plate, then the A-MAZE-N, then a full pan of ICE. I defiantly do NOT want to drill holes in the bottom of my new LAZY "Q" smoker. (I THINK) You can get the ventilation by using a 12 volt battery operated bait aerator and stick the hose up the drain hole in the bottom of the smoker. I believe this would supply enough airflow to keep the smoke going. also I would need to monitor my pit temp. so as not to exceed 75 degrees. Above that some cheese starts to get an oil sheen. This oil has a tendency to trap the smoke on the surface making the cheese bitter. I live in Florida, it's over 100* on my back patio. I may do a test run on this one and post my findings.