Anyway, arrived to work and had a look to see what was going on, found a significant amount of smoke pooring from under the wheel arch.
Took some pics of it this morning, looks like I'm actually missing some clips on the brake pads.

This is one of the clips I suspect to be missing in the top picture

I also suspect this clip to be missing in the photo below this one.


Would missing these clips be the cause of the problem I had last night? Also, where would I go to get these clips?