I would not do that! Be careful when soldering with heat when decoders are involved. also beware of static charges that can fry the decoder. Unless you know what you are doung with a heat sink, and such, just install the seuthe, or marklin unit the way the instruction say to. You probably wont damage the smoke unit. Seuthe makes units with wires on them for plastic boiler locos., or running th wire to another connection. I would use that type of smoke unit, then tie the decoder wire to the smoke unit wire. maybe some light solder, or even tape it off. F1 is usually used by Marklin for the smoke generator decoder contact.

I can't see that you could damage it, Sleuth makes units with the wire soldered on, I would not apply the soldering iron to the bottom of the smoke unit for too long as it might unsolder the heating element on the inside, but I would suspect that that is made with a true weld or they used silver solder that requires a higher heat to melt. Use flux and apply a drop of solder to the wire then heat it when it melts apply it to the smoke unit. that way most of the heat is in the wire and it will transfer less to the smoke unit. I used the same process when soldering a wire to a decoder