Your main question in the title text is way too broad for a reasonable answer. Although you haven't framed it as such, it is much like "throughout history" questions that are banned. Even if we only discussed Christianity with millions of adherents, and so a worldwide diversity of practice, you're asking a responder to cherry pick relevant practices that fit your question.

If your primary interest is just incense at mass, I would delete this question and repost one precisely about the historical origins and development of incense in the Catholic Mass.