I do not advise smoking. Smoking has been proven, even by allopathic sources, to cause cancer and heart disease. It also pollutes the air, and if you have children, you do not want them exposed to what mainstream sources classify as a Class A carcinogen, right up there with asbestos. And it wastes money. It is quite stupid for anyone to start smoking.
Stupid, but not wicked. You are not practicing spiritism by putting this pollution in your lungs. Nor are you worshiping the Devil just by smoking. Aside from children and others that have to live or work around sidestream smoke, you are not hurting anyone other than yourself by smoking. If you can protect innocents from the effect of secondhand smoke, there is no reason why you should be punished additionally for it. The health effects are punishment enough.
As for being threatened after you are disfellowshipped, I wonder what tool they have to enforce it. If you don't ever want to go back, they have played their final card. What can they do about it, disfellowship you? And, since Jehovah can only everlastingly destroy you once, after that card has been played for the smoking, He really has a crappy hand left. He cannot destroy you for smoking and then destroy you again for apostasy or other loose conduct. I think the Tower has played its last card, and they only bluff when they threaten to get you in further trouble. I kind of find it amusing when they threaten you will be in serious trouble if you talk to others or use the recording of your judicial hearing in a clandestine way. After all, if you really don't want to go back, they can do absolutely nothing about it.