I have never tried it, although I have been wanting to. The lack of fat makes for a risky deal. I have a Cajun uncle that told me to lay the shoulder on the grill/smoker and then place a boston butt or picnic ham on top of it for the cook. The idea is that the fat from the pork will help keep the venison moist. Unsure if it would make the venison very porkish tasting or not. Thinking about giving it a try this year.
The I've been smoking a lot of venison the last few years and have never had it come out dry done the way I described above.
