I would first clean up the oven just in case. I also hate cleaning the oven with those caustic chemicals, but what can you do... Suit up and do it. I usually look like a Hazmat guy when I clean up the oven. Paranoid? Well I am a chemist and I know what they put in those household cleaners
... Use an oil with a high smoking point (definitely not olive oil). Fish oil might actually be what makes the whole place smoky especially since you use a combination of fatty fish (like salmon) and very high temperatures. For a crusty outside, you might want to quickly sear the fish on the stove (in a very hot cast iron pan for example) and then bake it in the oven at a lower temperature to cook the inside. It might still smoke a bit during the searing process, but it is so quick that it probably won't be such a problem.