Step 1: Shred the cabbage, onion, apple, carrots, and celery on a mandolin, in a food processor fitted with a shredding disk, or with a chef’s knife. Spread out the vegetables in a thin layer in a roasting pan. Tightly cover the pan with plastic wrap, leaving 1 corner open.
Step 2: Light your handheld smoking device following the manufacturer’s instructions. Place the smoking tube under the plastic wrap and fill the pan with smoke. Let stand for 4 minutes. Add the smoke one more time.
Step 3: Meanwhile, prepare the dressing. Combine the mayonnaise, vinegar, sugar, horseradish, celery salt, and pepper in a large bowl and whisk until the sugar is dissolved.
Step 4: Stir the smoked vegetables into the dressing. Correct the seasoning, adding salt or vinegar as desired. Refrigerate the slaw until serving and try to serve within a couple hours of mixing.
Note: You can also smoke the vegetables in a conventional smoker—keep them over ice. Hot smoke for 10 to 20 minutes or cold smoke for 45 minutes.