During the Siege of Bastogne, especially as depicted by Band of Brothers, the forces under siege are depicted as shivering in the cold, un able to warm themselves from campfires. It was shown that making a fire would draw attention from the surrounding German forces, and the fire (and the attendants) would be shelled.
Why didn't the besieged forces use a smokeless fire, like a Dakota Smokeless fire pit? https://en.wikipedia.org/wiki/Fire_pit#The_Dakota_smokeless_fire_pit Was the technique unknown, the ground too frozen to dig already, or did it actually provide too much smoke and light to take the risk? Or was it perhaps employed actually? The procedure seems like an obvious solution to the "freezing but can't risk getting shelled" problem.
Well the soldiers at Bastogne did light fires every time they ate, they would open up their primary source of food which were K Rations and light the small box they came in on fire which would heat (or in this case unfreeze) the food.
The K Ration box, being only a little larger than a box of cracker jacks, didn't make enough smoke to be of real consequence. I also believe in that same episode you'll notice one of the machine gun squad using a fire to heat a cup of coffee.
The ground, was frozen, which to be sure made digging a pain in the ass, but not too frozen where they couldn't dig defensive positions.
I would recommend looking up the army field manual from the '40s if you're really interested, but its likely that most soldiers simply didn't know what a smokeless fire pit was let alone how to make them.
Also not every unit was on the front lines all the time. Easy company's sister company, Able company of the 506th Parachute Infantry Regiment is described as having a fire burning for warmth by Don Burgett in his memoir about the bulge.