Step 1: MATERIALS
For this awesome trick all you need is some PING PONG BALLS and TINFOIL.
Step 2: PREPARE PING PONG BALLS
For the most amount of smoke I suggest to cut ping pong balls into a little pieces. Not tiny tiny, but small. About a one square centimetre. Although I haven't tried to grind them into a powder. For this smoke grenade I used 4 ping pong balls.
Step 3: WRAP IT IN TINFOIL
Step 4: LIGHT IT UP, MAKE SOME SMOKE :)
Now go outdoors, light it up by heating one side of foil. You want to make sure that pieces of ping ping balls get hot and ignite without touching a naked flame. After less than a minute you should see some smoke, throw it away or place it on the ground and enjoy your smoke grenade.
Do not try this indoors. Smoke is poisonous and can be dangerous.