A BAZ is ordnance, because any weapon that must secure a hit on a To Hit Table before resolving the effect of that hit on either the IFT or To Kill Table is termed ordnance.
Smoke may be placed by ordnance/OBA only at the start of the owner’s PFPh/DFPh. So, it cannot be placed in the enemy's MPh.
Unlike Smoke, WP may be fired by ordnance during (but prior to any friendly unit firing anything other than SMOKE) any friendly fire phase—not just the PFPh/DFPh—although placement in other than the PFPh results in Dispersed WP. Is the enemy's MPh a friendly fire phase?
I don't think so, because Friendly is: "having to do with the Nationality controlled by the player" and Fire Phases are PFPh, DFPh & AFPh only.
So, WP fire during the enemy MPh is not allowed.