If your 24V wallwart is regulated (puts out 24V exactly), you don't have any headroom for the regulator to work.... and you don't need the regulator anyway. If your wallwart actually puts out a few extra volts, like Scott Hampton's does, then your circuit is pulling too much current through the regulator. That's a scary thought.
Use Ohms law to calculate how much power the regulator is dissipating. If it is dropping 6 volts at 165mA (as stated in the article), use the equation V x I = P which gives almost 1Watt.
That should be okay with the 7824, but chances are your circuit is drawing more current, due to the beta(hfe) of the ztx device being too high.
Try a different 7824 (the smoking one is likely no good anymore) on a big heatsink. If possible, use an hfe checker on the ztx transistor, so that your current source draws less currrent to begin with.
By the way, this design sounds great. It does take selecting and trimming to get it working right, though. Don't be discouraged!