How to create a smoke bomb?

Ok , i’m extremely new to this vfx thing(started messing with cascade and after effects for about 2 days) and it was quite a lot of fun and relaxing following the UE Cascade tutorials.
After this i got extremelly frustrated trying to create a smoke bomb effect.
My objective is create a smokebomb that works just like the CS:GO smoke, i mean, when you enter the smoke you can’t see anything.
But this is where my problem is: i have no idea on how to create this “thickness” effect on a particle(can’t see things inside the smoke).
The closest i got to doing something right was changing the screen alignment to velocity, this makes the particle don’t change direction when i’m close to it(but i still can’t get the “thickness” effect) , otherwise it’ll just rotate when i’m close to it.
How could i create this “thickness” effect so i can’t see anything when inside the smoke?Is this created through particle system?I’m starting to think such effect is not possible with cascade, am i right?If not, how could i achieve such effect?

I have an idea:
When the Smoke Grenade explodes, spawn a particle Emitter and a post Process Volume.
The Emitter emits the dense fog and the post Process Volume causes a grey screen when you’re within the smoke.

Here’s a video of how I set it up:
https://youtube.com/watch?v=gFMYyjEGu1s

It creates a “Smoke Actor” with a Spherical Collision and a Post Process. The Post Process uses a Blendable that is a plain grey colour.

Ok, if i want to decrease the intensity of the color when closer to the edges on the post process until it’s completely gone?
Also, is there a way to have a post process for each particle, so each of them would grey my screen?

Also, what is this player attached cloud/fog?

@turfster, are the new mdls as from “Newke” and the new Inferno supported? Cheers.