Calling KimZahn a djinn is apt to get you slapped.
I figure the Efreeti can venture a small distance away from the bracelet, though if he concentrates, he probably can go a little further. As of now, I'm not even sure if he could even go back in. Turning into smoke to return to the bracelet is probably Change Shape (Su), which is an inherent magical ability, which you said Silence cancelled.