I've been watching some episodes and one of them was the Very Important Zombie Affair, S2. In it, at the very beginning, Illya accepts a 'light' from someone who is suspect, then immediately throws the cigarette down when the fellow leaves.
So that's towards the middle of the season going into 1966, and cigarettes are still showing up. It might also be the only time Kuryakin is shown smoking, although he never actually smokes it.