Ok, so a couple of weeks sitting in a plastic bag with baking soda sure didn't work.
I finally got back to this and I decided to take apart the door and wash it down in case I need to repaint the whole thing. One of the black plastic frames outside the coin plunger broke, but I think its "super gluable". Just a note, be careful when removing them.
Well, I washed it all down and scrubbed with a cell-o pad using some dishwashing soap (scented with apple?) and wouldn't you know it?! Most of the smoke smell went away! As I was washing it, a yellowish film came off. I've scrubbed it and let it dry twice now and other than the plastic pieces, the odor is barely noticeable now. Which is nice. I might add one coat of black spray paint over the top just to make the door look a little newer and eliminate any odor remnants.
Anyways, that was my solution in case anyone else runs into the same issue.