When smoking pork shoulder, I believe that the meat comes out much more moist when you wrap it in aluminum foil toward the end of the cooking time. But, this is something that many pitmasters disagree on — especially when using pork shoulder vs. pork butt. If you would prefer not to use foil when you make smoked pork shoulder, you can skip this step and see how it turns out. If it's too dry, just use the foil next time you make it.