Tricky one this :P

Sat'Arn (series 1, heat D) had nasal smoke machines in the intro that the Barber brothers did, but they were never there when it was actually competing , so take that as you will.
Triterobot (series 3, heat L) did kind of use a smokescreen, but it wasn't an intentional one although Jonathan Pearce identified it as such - one of Triterobot's drive motors burnt out rather spectacularly, which created a lot of smoke and disabled most of the robot (they only had drive to one pair of wheels after that)

Many other robots just vented CO2 in sufficient quantities to be mistaken for smoke, or just caught fire :P so on that basis, I will say that no robot used a deliberate smokescreen other than Alex Holt's Scaramanga series, which don't really count due to not actually existing out of his rather treacherous brain.