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

From that wiki page:

Research shows that herbal cigarettes compared with regular cigarettes can be just as harmful in terms of the carcinogens they contain.