Is there a smoke demon cigs, if so how do I meet him?
There's a Japanese yōkai called the Enenra which is associated with smoke. That's the first thing that came to my mind.
From a quick google search, I found the Mayan (/catholic?) deity Maximón (pronounced Ma-shi-mon), who is worshipped in Guatemala and is known for heavy drug/alcohol/tobacco use as well as being a hedonistic womaniser. Not sure if that's a closed practice thing or not so it's best to check that first. Also, Maximón appears to be more of display of appreciation towards a Catholic historical figure rather than a supernatural deity? I'm not going to look into it any further though because I don't feel comfortable reading about the promotion of heavy drug use as a recovering addict.
I haven't had any personal experience with either of these beyond the pages/internet, so I can't help with the second half of your ask, and I don't claim to be an expert on these two spirits/figures.
Sorry I couldn't be of more help. Hope these suggestions have answered your question in some way.