This one's for the metal-heads. The other night I realized who Smokey is.....it's Eddie the mascot of Iron Maiden, of course! I don't know why I didn't think of it before (being a former metal-head/Iron Maiden fan myself), it's all so clear. We know that Eddie was once a mummy in ancient Egypt, and he's big, evil, vengeful, and a zombie.
OK, it's really time for me to re-watch the finale, I still haven't yet. :-o