There are a number of ways to add a smoky flavor to what you’re cooking; it depends on what you’re making. As you ask about cooking indoors during the winter, I assume you want to replicate the taste a grill imparts to foods. While nothing completely duplicates the smokiness of food cooked over charcoal – no, not even food cooked over a gas or propane grill – you can make some mighty tasty meals with a few techniques.
First is to use a rub or marinade with those flavors. Marinades can dilute things, so I prefer a rub. Pimentón (smoked paprika), chipotles (smoked, dried jalapeños), and chili powder all will impart a smokiness. Think of umami, that meaty fifth flavor, which is so strongly associated with grilling. Seasonings rich in umami like soy sauce, anchovies, and fish sauce, as well as foods rich in umami like tomatoes and mushrooms, are a natural to work into your menu.
Use a grill pan (see my article of June 26th, 2013, on whether they’re worth owning). If nothing else, seeing those grill marks on your steak or chicken will add to the impression that there’s smoky flavor awaiting you. After all, we do eat with our eyes, not just our mouths.
If you don’t use a grill pan, and you’re sautéing or pan-broiling, make a pan sauce that uses the fond formed in the bottom of the pan. That fond contains all the tasty, caramelized bits created when the meat juices stick to the bottom of the pan. Those actually are lost to you when you grill because the meat juices drop onto the coals. So be sure not to waste them.
Best of all, consider getting a stovetop smoker. I have one made by Cameron, and it’s almost too easy to over-do the smoke flavor with this nifty tool. It’s basically a handled stainless steel roasting pan with a drip pan, rack, and tight-fitting flat cover which slides onto the pan. It can be used on any heat source, indoors or out, including induction burners. Their only caution is that if you have a flat top/glass top or ceramic top stove, you should check with the stove manufacturer whether it’s OK to use a pan this big. It will overhang the burner and that can cause problems on some stovetops.
Using a choice of different super-fine wood chips (apple, hickory, cherry, peach, pecan, mesquite, corn cob, and others), you can hot smoke all kinds of meat as well as vegetables. I have the original, which measures 11″ x 15″ by 3.5″ in height. They also offer a mini which is 7″ x 11″ x 3.5″, but its small size is a bit limiting (although it’s handy and more portable for camping.) Just 1–2 tablespoons of chips is all that’s needed. Because the smoke and the food are enclosed, your kitchen won’t smell but your food will definitely be smoked. The manufacturer makes recommendations for which kinds of chips work best with different kinds of foods, and until you’ve experimented a bit you should follow their guidelines.
Good thing I’ve eaten already this evening. This is making me think about getting out that smoker for my next meal! Note that while you can jury rig something like this yourself using a roasting pan, I’d recommend buying this product. It’s designed expressly for this purpose, it comes with a sampler of woodchips, and the manual/cookbook that comes with it is helpful. And no, there’s nothing in it for me for recommending this smoker; I just think it’s a great product.