Do a google search for "make your own charcoal"; you'll get a lot of ideas.
But here's how I do it. Got to an automotive paint shop, and buy a couple 1 gallon paint cans. Make sure to specify uncoated paint cans! Most paint cans have a plastic lining, so go to an automotive paint shop. And get li8ds for them. Fill a can about 1/3 full with maple blocks, none larger than 2" square or so, and plenty fo small ones. Put the largest chunks on the bottom. Put the lid on tight, and punch a dozen or so holes in the top. Not big, no more than 1/8". Now, either toss the can in a fire, or put it on a hot plate or propane burner. Outdoors! Lotsa smoke gonna happen here. Once it starts to smoke, back off on the burner some, and let it go until the smoke is almost non-existent. Shake the can once in a while; if it's in a fire, just kicks it around some. You'll see new smoke again, but soon you'll not have any real smoke once more. Take it off the heat, pop the lid off(careful, the damn thing's hot now!) and pour cold water into the can. The cold water will make the charcoal snap and crack into millions of little fissures where your drink will find its way into the goodness.
Once cool enough to hand with bare hands, you can add it to your spirits. Do it right away if you want the smokey flavor, or leave it air dry a few days or longer if you want less smoke. Once dry, store it in a paper bag or anything that breaths a bit.
Oh, why more than one can? Because you will want to try other woods, and you only want to use the same wood in that can, becauszxe it will get very oily and smoky in there and will throw the flavor of the other woods.
enjoy! It's great for grilling, too