4 Place the off camera flash to the side of the background so it's facing through the smoke. This will ensure the smoke gets lit up when the flash is fired and not the background.
5 Set the lens to an aperture of around f/4. Trial and error will help here. The idea is to make sure the background is pure black and the smoke has detail in it.
6 Light the stick and wait for the smoke to rise. You may have to blow on the insense stick's tip and then wait for a decent swirl/pattern to build up, then snap away, check your view to see sharpness/background exposure on the camera.