Front caliper clips

[JKoffler44]

I recently did a nightmare of a brake job on my '99 2.5. I cannot get the driver's side clip to stay in the caliper. It always falls out while backing out of the garage. Is this clip 100% necessary?
Also, after my first test drive, I saw smoke coming from the passenger side caliper. I'm assuming this is just burning off oils and stuff I may have missed, since I don't notice any pulling?

 

[Big Jim]

Yes, it is necessary.

You may have bent the clip and it needs replacing.

Although less likely, you may have a caliper problem of some sort, such as stuck slide pins or a sticky piston or both.