Get a laundry bag or a couple of pillow cases and put them in there to wash. Believe it or not Pine Sol in the laundry water may just do the trick. My parents were both big smokers and we used that. If you are not comfortable with that smell because of the asthma(the Pine Sol) try vinegar White is odorless and removes o lot of smoke residue on surfaces so it should work on the squares. the bags will prevent snags on the yarn and I get them at Dollar General if you have one near you or even WalMart would have some kind of laundry bag. Good Luck