Well, there is the option of clove cigarettes, which was what one of the theatres around here used, as well as the 'fake' cigarettes (you can usually order them from prop shops - it gives out smoke for about 2 minutes).

We did Company, both the pot scene and Joanne's bar scene without lighting up. Did all the lines, all the motions, everything only nothing was lit.  It didn't seem to bother the audience at all.

When I did 'Irma La Douce' back in the 60's, most on stage smoked Gauloises
The smell of which was difficult to tell between 'Reefers' & puff 'n stuff fags. Those in the cast that did not smoke just blew thru the cigarette rather than inhale, which to the punters it looked like they were smoking.

They are expensive (around $80), but there now exists a fake cigarette, designed to help real smokers get off the habit.  They look very realistic.  (i.e. Smart Fixx)  For the actual smokers there is a little cartridge insert with nicotine, but they also have inserts with NO nicotine.  (There are some cheaper, disposable versions of the so-called e-cigarette that DO contain nicotine, so you'd have to find one with a ZERO drug option.)  They glow on the tip when you draw on them and the 'smoke' is only water vapor, but it looks real, too.  It's a shame they're so bloody expensive, because they would be a really nice solution for all thespian non-smoking smokers and theatres with strict open flame ordinances.