[ccompton]

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Do you think that I have done any damage to the brakes in question and should I get them checked, or is this normal under heavy braking and they will have returned to normal performance after cooling?

Thanks,

Especially if your car is fairly new (e.g. less than a few thousand miles), you experienced what all new brake pads experience, that is, all new brake pads are coated with an anti-rust coating so they don't rust on the shelf before install..generally, it is Cosmoline (sounds like gasoline a bit), when hard breaking happens on new or relatively new break pads, the Cosmoline (or similar coating) will burn off, and smoke.

Very common, totally normal.