This dish, from Michael and Wendy Jordan of Rosemary’s Restaurant in Las Vegas, is an old New Orleans recipe, named for the spicy, smoky nature of the sauce. The Jordans consider this version, served with blue cheese cole slaw, a signature dish. They make their own mayonnaise for the slaw; we saved ourselves a step and used a good store-bought brand, Hellmann’s, to which we added Maytag blue cheese.