Smoke from a gun barrel

P.S. - Never use a real gun. It is far too dangerous.

There chemical methods that are expensive, tricky to do, and fairly hazardous, so i can't discuss them in accordance with the rules.

One way that may work if you are handy is to buy a unit for model train smokestacks and install it in the prop gun. These are asvailable in hobby shops and are tiny heating units that diffuse mineral oil into a fog. You'll have to work out a power supply to get it to work, or find a friend who is handy with electronics. Machine oils are dangerous to breathe, mineral oil is less so but in these tiny amounts you won't be exposed to enough of it to have a problem.

Good old fashioned cap guns firing plastic caps sometimes build up enough smoke in the barrel to drift out noticeably.