My personal opinion on poultry is to either leave the skin on and not eat it, or take the skin off and wrap in bacon. I wouldn't do poultry totally naked. The outer layer of the exposed meat would get dry I would think. If you are not going to wrap in some other kind of fat (bacon, sliced pork belly, or salt pork), leaving the skin on would help keep the meat moist. Or if you insist upon smoking it naked, then I think I would use a water pan.