Hi, cigarette smoke or such strange smell can be present in certain conditions and it is termed as Parosmia (abhorrent odor perception). It is usually associated with rhinosinusitis, head trauma, viral infection, or oral problems.
It frequently disappears with successful treatment of the above mentioned conditions.
Apart from treatment of the cause or in conditions wherein the cause remains unknown, in such conditions Anti seizure or anti epileptic medication like clonazepam against prescription is sometimes helpful esp. in persistent cases.
You can use scented wax or incense sticks before sleeping. You also need to maintain good sleep hygiene. I suggest you to consult ENT specialist to rule out the cause. Take care and regards.
I would start by giving the Veramyst more time. It should reduce the inflamation of the olefactory nerve that is most likely causing your phantom smoke smell.
In addition to that, you should research phantosmia ( searching parosmia might help you find them faster). There are several groups devoted to the subject out there with good resources and tips.
Hang in there. My friends who have dealt with it did get better.