"Favorite team member? Hmm," Smokey contemplated. Let's see, how does he feel about his team right now? Mikado's a bit of a prick, so not him. Billy just woke him up in the middle of the night, so he's not happy with her right now, either. That leaves...
"Gonna have to nominate our 'Fearless Leader' Serin Avery for that honor. At the very least, man's got the stones for the job," Smokey concludes. Serin jumped in front of the barrel of the Good News, probably the most destructive weapon in Beacon, with almost no hesitation. Even if the gun wasn't loaded, that still took a lot of guts, so Serin has earned the title "Fearless Leader" whether he likes it or not. Plus, he called Mikado a dick to his face, which is definitely points in Smokey's book.
Smokey makes to comment on the bug-eating, but stops and wisely closes his mouth. He, too, could've sworn that was a thing, but it was probably best to look that up in his own free time. Instead, he answers Prism's other question, "Easy, because I can."
An actually true answer, this time, but still not the whole story. Although, this half-truth was brought on not because of concerns of privacy, but brevity. The real answer would probably warrant a 10-page essay on its own. After all, why would a huntsman of the modern age forego a sword, or any form of melee weapon? Why would someone who uses guns get so close to a fight? It's too early in the morning for a sleep-addled Smokey to properly address these issues. Besides, his current answer is completely true: he, and no one else, can.