He does this because when he'd first started smoking he'd been in the army where they were taught to field strip their cigarettes to prevent leaving a trail that could be followed. Unlike the usual remains of smoking the small balls of a paper are a lot harder to use to track a person.
Tyson tends to keep a packet of cigarettes on him encase he gets a craving or if anyone wants to borrow one, it's a good way to keep peace on longer missions. It can varey but usual he smokes Lambert and Butler.