Hello.
How do I Power a wemos d1 and pixels of the same 5v supply? I tried connecting 5v directly to the 5v pin and it smoked…
Connect the LEDs to the supply, not the ESP. 
I did.
So 5v to the pixels from supply and 5v to the wemos.
It went pop.
Then you have something wired wrong. Share a pic or a sketch of what you tried.
You likely have a short then. Could be a stray stand of wire where you soldered or pads touching the aluminum channel.
Just made this for my new teammate. Maybe it helps to get a better understanding about the powering options (corrections and additions welcome 
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Neat visualization 
I personally use option 4 most of the time, but you need to take care that USB should not be connected while powering the setup. If you need USB for flashing/debug, the 5V between ESP and supply + LEDs must be disconnected.