Earlier this month, I was working on a plywood project on which I wanted both clean laser cut lines (free of the smoke marks that often appear, especially on thicker plywood and MDF) and the ability to add color to the work without creating a separate silkscreen or stencil. I found that painter's tape or other low-tack paper masking tapes solve both problems. The process I used follows.

Laser-grade plywood or MDF
Painter's tape
Sprayable clear wood sealer
Spray paint

Step 1: Apply painters tape

Apply painter's tape or other low-tack paper masking tape to both sides of the work piece for best results. If the work size is larger than the width of the tape, make sure each strip overlaps, but only by about 1/8".

The lower-tack the tape, the less likely it is to pull up the grain of the wood when removed.

Applying tape to both sides will prevent the appearance of smoke marks on both sides, but may not be necessary if only one side of the final piece will be visible.

Do not use plastic-backed tapes. Most will melt providing poor protection and possibly marking the piece, and vinyl tapes will emit chlorine fumes, which are poisonous and can damage the machine.
Very useful, I'm always annoyed by smoke makes left on MDF and plywood, this give a much more professional finish. Thanks for sharing :)
The "smoke" is caramelized sugars from the wood. White vinegar on a cloths takes it right off.

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