It looks like the "smoke" is right in front of the camera, and not much distance away. My guess is that it is coming from yourself in some way - either breath (which as you say, you guard against) or "steam" coming off of your body if it was cold outside. I've had that effect when taking pictures on a cold night if my hands have been in my pockets or such. When I take the picture, just a little bit of steam comes off my warmer hands. It's not enough to really notice unless you're looking for it, but it really amplifies when a flash catches it in a picture.
Great pictures, by the way!
