They usually smoke nicotine-free herbal cigarettes. I don't know the long term affects but definitely better than regular cigarettes.
I think it could be considered dedication to their work, especially when you consider they usually have to film a scene several times. Cillian Murphy probably went through thousands of them when filming Peaky Blinders. Lol
Please hand over even more of your personal data so you can receive an ever decreasing amount of money.