In reply to:
I live in a studio so if this thing is going to create a lot of smoke or a smell that does not easily air out, I'll have to skip it until/unless I move.
Assuming that you mean you are leasing or renting the space and apce mods/renos are out of the question? Is there no range hood?
Otherwise adding or changing the existing hood would be in order. The problem with most entry-level range hoods is that they don't move a lot of air. Partly this is due to the restriction of the grease filter but mostly due the small fans. Removing the grease filter for such a process may help but ideally you need a large fan to move some serious air.
Broan has a model of range hood ,the Allure III that can move up to 400 CFM in boost mode. It would require a large exhaust duct to be installed as well; about 8 inches in diameter. Anything above this would be commercial grade and gets quite a bit more expensive.
