I just keep my charcoal bag inside. No need to worry about it then. If it does get damp, the moisture is released is as steam once you've got the thing going, and the steam lifts the normal smoke into much larger clouds.
Far preferable to avoid in the first place by keeping the charcoal indoors. This is for proper lumpwood charcoal rather than those nasty briquette things. I've no idea about keeping those, I moved on from them years ago to the real thing. Far less ash, no binding glue, sawdust or other garbage in lumpwood.