Here’s a simple howto for hitting the golf ball with a cigarette in your mouth.
What does this do for your swing?
Basically, it allows you to balance your swing. If you are not in balance, you will most likely lose the cigarette during your swing.
Famous golfer, Ben Hogan used to do this in practice AND in competition.
You can swap a golf pencil or anything similar if you don’t smoke cigarettes. But cigarettes work the best since they can be easily broken.